+79.3%
PR vs FLR
+58.4%
+20.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.2% |
| 7D | +2.9% | +5.4% | -2.5% | +1.9% |
| 30D | +18.0% | +11.4% | +6.7% | +14.9% |
| 3M | +16.9% | +11.4% | +5.5% | +13.2% |
| 6M | +28.2% | +16.6% | +11.6% | +21.7% |
| YTD | +69.3% | +41.7% | +27.6% | +51.7% |
| 1Y | +69.5% | +35.4% | +34.1% | +51.4% |
| All | +79.3% | +58.4% | +20.9% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling