+365.6%
PSX vs FLR
+256.3%
+109.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.4% |
| 7D | +2.8% | +0.7% | +2.2% | +2.7% |
| 30D | +27.8% | -0.7% | +28.4% | +27.6% |
| 3M | +42.0% | +14.3% | +27.7% | +36.6% |
| 6M | +58.1% | +25.6% | +32.5% | +47.1% |
| YTD | +105.0% | +42.9% | +62.2% | +83.5% |
| 1Y | +104.9% | +38.7% | +66.2% | +82.8% |
| 3Y | +134.1% | +61.8% | +72.3% | +84.5% |
| All | +365.6% | +256.3% | +109.2% | +182.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling