+42.3%
PPL vs FLNC
-67.0%
+109.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.7% | -6.8% | -0.2% |
| 7D | +1.8% | +6.0% | -4.2% | +1.7% |
| 30D | -1.1% | -16.3% | +15.3% | -0.9% |
| 3M | 0.0% | -54.1% | +54.2% | +0.9% |
| 6M | -7.6% | -25.3% | +17.7% | -8.1% |
| YTD | +1.7% | -44.2% | +45.9% | +1.4% |
| 1Y | +1.5% | +53.1% | -51.6% | -2.3% |
| 3Y | +55.3% | -58.3% | +113.6% | +53.0% |
| All | +42.3% | -67.0% | +109.4% | +34.9% |
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