+270.7%
PR vs FLNC
-67.0%
+337.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.7% | -5.4% | +0.6% |
| 7D | -0.6% | +6.0% | -6.5% | -1.2% |
| 30D | +17.4% | -16.3% | +33.7% | +19.2% |
| 3M | +21.8% | -54.1% | +75.9% | +29.8% |
| 6M | +27.6% | -25.3% | +52.9% | +25.0% |
| YTD | +71.4% | -44.2% | +115.6% | +70.7% |
| 1Y | +78.3% | +53.1% | +25.2% | +47.8% |
| 3Y | +85.5% | -58.3% | +143.8% | +64.7% |
| All | +270.7% | -67.0% | +337.7% | +223.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling