+298.3%
PSX vs FLR
+127.2%
+171.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.8% | +3.1% |
| 7D | -0.4% | +6.3% | -6.7% | -1.6% |
| 30D | -8.1% | +1.8% | -9.9% | -8.6% |
| 3M | +15.9% | -4.4% | +20.3% | +16.6% |
| 6M | +49.4% | +15.9% | +33.5% | +42.1% |
| YTD | +104.7% | +27.7% | +76.9% | +86.7% |
| 1Y | +89.1% | +11.6% | +77.5% | +78.2% |
| 3Y | +151.7% | +39.9% | +111.9% | +104.1% |
| 5Y | +298.3% | +127.5% | +170.8% | +159.3% |
| All | +298.3% | +127.2% | +171.1% | +159.3% |
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 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