-20.3%
PNR vs FLR
+238.1%
-258.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.5% |
| 7D | -6.0% | -3.5% | -2.5% | -5.3% |
| 30D | -14.0% | +4.2% | -18.1% | -14.8% |
| 3M | -21.7% | +8.1% | -29.8% | -23.8% |
| 6M | -37.3% | +21.5% | -58.8% | -41.0% |
| YTD | -45.1% | +36.8% | -81.9% | -50.0% |
| 1Y | -49.1% | +31.2% | -80.3% | -53.4% |
| 3Y | -14.8% | +53.9% | -68.7% | -29.2% |
| All | -20.3% | +238.1% | -258.4% | -43.8% |
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