+307.4%
PSX vs FLNC
-69.8%
+377.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.3% | +9.0% | +1.0% |
| 7D | +1.8% | -4.2% | +6.0% | +2.0% |
| 30D | +21.6% | -20.0% | +41.6% | +22.7% |
| 3M | +46.5% | -56.9% | +103.3% | +51.2% |
| 6M | +62.0% | -35.5% | +97.5% | +61.8% |
| YTD | +106.3% | -48.8% | +155.2% | +106.7% |
| 1Y | +103.0% | +49.3% | +53.7% | +87.3% |
| 3Y | +135.5% | -61.8% | +197.3% | +120.7% |
| All | +307.4% | -69.8% | +377.2% | +283.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 all: compounded portfolio wealth divided by compounded FLNC 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…
all analysis · Full analysis span regression · 6 months rolling