+39.4%
PPL vs FLR
+242.2%
-202.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.1% |
| 7D | +2.7% | +5.4% | -2.8% | +2.4% |
| 30D | +0.5% | +11.4% | -10.9% | -0.3% |
| 3M | +0.7% | +11.4% | -10.7% | -0.2% |
| 6M | -7.6% | +16.6% | -24.2% | -8.8% |
| YTD | +1.8% | +41.7% | -39.9% | -0.8% |
| 1Y | -0.8% | +35.4% | -36.2% | -3.2% |
| 3Y | +56.9% | +57.3% | -0.4% | +46.1% |
| All | +39.4% | +242.2% | -202.8% | +20.0% |
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