+442.8%
PPL vs FLR
+482.5%
-39.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.9% | -1.0% |
| 7D | +0.4% | -0.8% | +1.2% | +0.5% |
| 30D | +5.4% | -9.1% | +14.6% | +6.6% |
| 3M | +4.3% | -4.7% | +8.9% | +4.4% |
| 6M | -1.3% | -14.2% | +12.9% | -0.4% |
| YTD | +4.7% | +17.3% | -12.6% | +0.9% |
| 1Y | +1.3% | +4.3% | -3.0% | -1.0% |
| 3Y | +57.2% | +30.7% | +26.5% | +44.0% |
| 5Y | +48.2% | +101.3% | -53.1% | +24.8% |
| 10Y | +62.7% | +12.4% | +50.4% | +33.0% |
| All | +442.8% | +482.5% | -39.7% | +231.1% |
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