+1.3%
PPL vs FLR
-1.9%
+3.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.9% | -0.6% |
| 7D | +0.4% | -0.8% | +1.2% | +0.4% |
| 30D | +5.4% | -9.1% | +14.6% | +5.7% |
| 3M | +4.3% | -4.7% | +8.9% | +4.5% |
| 6M | -1.3% | -14.2% | +12.9% | -1.2% |
| YTD | +4.7% | +17.3% | -12.6% | +6.0% |
| 1Y | +1.3% | +4.3% | -3.0% | +1.9% |
| All | +1.3% | -1.9% | +3.2% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling