+89.6%
PR vs FLNC
-71.9%
+161.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.4% | -1.5% | +1.7% |
| 7D | -16.4% | -7.9% | -8.5% | -16.1% |
| 30D | -1.9% | -31.3% | +29.4% | -0.1% |
| 3M | +8.0% | -60.1% | +68.1% | +13.0% |
| 6M | +4.1% | -61.1% | +65.2% | +6.1% |
| YTD | +58.7% | -73.4% | +132.1% | +64.3% |
| 1Y | +75.8% | -73.4% | +149.2% | +80.3% |
| All | +89.6% | -71.9% | +161.5% | +64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling