+134.1%
PSX vs FLR
+60.4%
+73.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.5% |
| 7D | +2.8% | +0.7% | +2.2% | +2.7% |
| 30D | +27.8% | -0.7% | +28.4% | +27.7% |
| 3M | +42.0% | +14.3% | +27.7% | +38.7% |
| 6M | +58.1% | +25.6% | +32.5% | +50.9% |
| YTD | +105.0% | +42.9% | +62.2% | +90.0% |
| 1Y | +104.9% | +38.7% | +66.2% | +89.2% |
| 3Y | +134.1% | +61.8% | +72.3% | +98.4% |
| All | +134.1% | +60.4% | +73.7% | +98.4% |
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