+427.9%
PPL vs FLR
+603.8%
-175.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.3% |
| 7D | +2.7% | +5.4% | -2.8% | +2.0% |
| 30D | +0.5% | +11.4% | -10.9% | -1.2% |
| 3M | +0.7% | +11.4% | -10.7% | -1.3% |
| 6M | -7.6% | +16.6% | -24.2% | -10.4% |
| YTD | +1.8% | +41.7% | -39.9% | -4.0% |
| 1Y | -0.8% | +35.4% | -36.2% | -6.2% |
| 3Y | +56.9% | +57.3% | -0.4% | +40.4% |
| 5Y | +39.5% | +241.0% | -201.5% | +8.9% |
| 10Y | +55.4% | +16.6% | +38.7% | +27.7% |
| All | +427.9% | +603.8% | -175.9% | +215.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling