+259.2%
PR vs FLNC
-85.9%
+345.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.8% | +8.8% | +2.6% |
| 7D | +6.7% | -7.1% | +13.8% | +7.3% |
| 30D | -6.1% | -30.2% | +24.0% | -3.5% |
| 3M | +6.9% | -64.1% | +71.0% | +16.4% |
| 6M | +14.6% | -77.7% | +92.4% | +27.9% |
| YTD | +66.1% | -76.1% | +142.2% | +77.4% |
| 1Y | +77.0% | -75.4% | +152.4% | +86.1% |
| 3Y | +93.8% | -72.4% | +166.2% | +72.8% |
| 5Y | +268.2% | -87.4% | +355.6% | +257.9% |
| All | +259.2% | -85.9% | +345.1% | +236.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling