+94.9%
PR vs FLR
+35.7%
+59.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.4% |
| 7D | +6.0% | +5.4% | +0.6% | +4.8% |
| 30D | -4.2% | +2.8% | -7.0% | -4.9% |
| 3M | +10.0% | -6.4% | +16.4% | +11.0% |
| 6M | +15.6% | +8.8% | +6.8% | +11.5% |
| YTD | +68.2% | +23.6% | +44.6% | +54.2% |
| 1Y | +79.2% | +13.8% | +65.4% | +67.7% |
| 3Y | +94.9% | +36.5% | +58.4% | +50.3% |
| All | +94.9% | +35.7% | +59.2% | +50.3% |
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 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