+73.2%
PR vs FLR
+27.4%
+45.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.3% | -1.4% | +1.3% |
| 7D | -16.4% | -0.8% | -15.6% | -16.3% |
| 30D | -1.9% | -9.1% | +7.2% | -0.2% |
| 3M | +8.0% | -4.7% | +12.6% | +8.0% |
| 6M | +4.1% | -14.2% | +18.3% | +5.9% |
| YTD | +58.7% | +17.3% | +41.4% | +46.9% |
| 1Y | +75.8% | +4.3% | +71.6% | +67.9% |
| 3Y | +73.2% | +30.7% | +42.4% | +32.7% |
| All | +73.2% | +27.4% | +45.7% | +32.7% |
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