+84.5%
PR vs FLR
+7.4%
+77.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.8% |
| 7D | +6.0% | +5.4% | +0.6% | +2.6% |
| 30D | -4.2% | +2.8% | -7.0% | -6.3% |
| 3M | +10.0% | -6.4% | +16.4% | +12.6% |
| 6M | +15.6% | +8.8% | +6.8% | +4.1% |
| YTD | +68.2% | +23.6% | +44.6% | +34.9% |
| 1Y | +79.2% | +13.8% | +65.4% | +50.0% |
| 3Y | +94.9% | +36.5% | +58.4% | +25.6% |
| 5Y | +272.8% | +119.3% | +153.4% | +70.0% |
| All | +84.5% | +7.4% | +77.1% | -26.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling