+107.3%
PR vs FLR
+16.7%
+90.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -0.3% |
| 7D | +2.9% | +5.4% | -2.5% | 0.0% |
| 30D | +18.0% | +11.4% | +6.7% | +8.9% |
| 3M | +16.9% | +11.4% | +5.5% | +6.1% |
| 6M | +28.2% | +16.6% | +11.6% | +9.8% |
| YTD | +69.3% | +41.7% | +27.6% | +27.8% |
| 1Y | +69.5% | +35.4% | +34.1% | +27.8% |
| 3Y | +81.7% | +57.3% | +24.4% | +9.1% |
| 5Y | +422.2% | +241.0% | +181.3% | +83.8% |
| All | +107.3% | +16.7% | +90.6% | -22.1% |
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