+47.6%
PPL vs FLNC
-86.6%
+134.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -9.1% | +9.1% | +0.1% |
| 7D | 0.0% | -10.7% | +10.8% | +0.1% |
| 30D | +4.3% | -33.9% | +38.2% | +4.7% |
| 3M | +2.9% | -61.2% | +64.1% | +3.9% |
| 6M | +1.1% | -79.7% | +80.8% | +2.6% |
| YTD | +4.5% | -75.2% | +79.6% | +5.0% |
| 1Y | +0.1% | -77.5% | +77.6% | +0.6% |
| 3Y | +55.7% | -71.4% | +127.1% | +51.5% |
| 5Y | +47.6% | -85.6% | +133.2% | +40.6% |
| All | +47.6% | -86.6% | +134.2% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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