+87.0%
PR vs FLR
+2.5%
+84.5%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.8% | -5.7% | -6.6% |
| 7D | -12.1% | +1.4% | -13.5% | -12.1% |
| 30D | +0.9% | -5.9% | +6.8% | +0.8% |
| 3M | +10.1% | -7.6% | +17.8% | +9.9% |
| 6M | +1.1% | -9.3% | +10.4% | +1.6% |
| YTD | +63.7% | +20.1% | +43.5% | +70.6% |
| 1Y | +87.0% | +3.0% | +84.0% | +91.5% |
| All | +87.0% | +2.5% | +84.5% | +91.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling