+50.9%
PNC vs FLR
+238.1%
-187.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.3% |
| 7D | -0.6% | -3.5% | +2.9% | +0.1% |
| 30D | -4.4% | +4.2% | -8.6% | -5.3% |
| 3M | +5.2% | +8.1% | -2.8% | +2.6% |
| 6M | +20.6% | +21.5% | -0.9% | +13.6% |
| YTD | +19.8% | +36.8% | -17.0% | +9.4% |
| 1Y | +24.4% | +31.2% | -6.8% | +14.0% |
| 3Y | +131.2% | +53.9% | +77.4% | +91.6% |
| All | +50.9% | +238.1% | -187.2% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling