+270.2%
PR vs FLNC
-69.8%
+340.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.3% | +8.2% | +0.7% |
| 7D | -0.8% | -4.2% | +3.3% | -0.5% |
| 30D | +11.3% | -20.0% | +31.3% | +13.4% |
| 3M | +24.1% | -56.9% | +80.9% | +33.0% |
| 6M | +25.4% | -35.5% | +60.9% | +24.7% |
| YTD | +71.2% | -48.8% | +120.1% | +71.8% |
| 1Y | +78.6% | +49.3% | +29.4% | +47.9% |
| 3Y | +85.2% | -61.8% | +147.0% | +65.8% |
| All | +270.2% | -69.8% | +340.0% | +225.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 10y: compounded portfolio wealth divided by compounded FLNC 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…
10y analysis · Full analysis span regression · 6 months rolling