+59.9%
PPL vs FLR
+58.4%
+1.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.1% |
| 7D | +2.7% | +5.4% | -2.8% | +2.5% |
| 30D | +0.5% | +11.4% | -10.9% | +0.2% |
| 3M | +0.7% | +11.4% | -10.7% | +0.3% |
| 6M | -7.6% | +16.6% | -24.2% | -8.0% |
| YTD | +1.8% | +41.7% | -39.9% | +0.9% |
| 1Y | -0.8% | +35.4% | -36.2% | -1.6% |
| All | +59.9% | +58.4% | +1.5% | +49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling