+62.8%
PNR vs FLR
+19.7%
+43.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.5% |
| 7D | -6.0% | -3.5% | -2.5% | -5.4% |
| 30D | -14.0% | +4.2% | -18.1% | -14.7% |
| 3M | -21.7% | +8.1% | -29.8% | -23.5% |
| 6M | -37.3% | +21.5% | -58.8% | -40.3% |
| YTD | -45.1% | +36.8% | -81.9% | -49.1% |
| 1Y | -49.1% | +31.2% | -80.3% | -52.7% |
| 3Y | -14.8% | +53.9% | -68.7% | -25.4% |
| 5Y | -21.0% | +243.0% | -264.0% | -41.3% |
| All | +62.8% | +19.7% | +43.1% | +42.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling