+64.8%
PR vs FLR
+17.5%
+47.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.3% | -9.3% | -5.6% |
| 7D | -12.4% | +8.5% | -20.9% | -16.6% |
| 30D | -6.6% | -0.7% | -5.9% | -6.9% |
| 3M | +7.5% | -11.7% | +19.2% | +13.1% |
| 6M | +10.8% | +16.2% | -5.4% | -3.8% |
| YTD | +57.0% | +27.0% | +30.0% | +24.2% |
| 1Y | +67.9% | +10.1% | +57.9% | +43.4% |
| 3Y | +87.6% | +46.2% | +41.4% | +16.0% |
| 5Y | +220.4% | +121.4% | +98.9% | +45.9% |
| 10Y | +64.8% | +11.0% | +53.8% | -35.3% |
| All | +64.8% | +17.5% | +47.3% | -35.3% |
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