+1,112.1%
PSX vs FLR
+11.3%
+1,100.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.8% |
| 7D | +4.5% | +5.4% | -0.9% | +3.0% |
| 30D | +26.6% | +11.4% | +15.2% | +21.9% |
| 3M | +39.3% | +11.4% | +27.9% | +33.1% |
| 6M | +56.8% | +16.6% | +40.2% | +45.9% |
| YTD | +101.8% | +41.7% | +60.1% | +76.7% |
| 1Y | +99.6% | +35.4% | +64.2% | +75.2% |
| 3Y | +140.3% | +57.3% | +83.0% | +90.0% |
| 5Y | +339.3% | +241.0% | +98.3% | +165.6% |
| 10Y | +369.9% | +16.6% | +353.2% | +243.3% |
| All | +1,112.1% | +11.3% | +1,100.8% | +598.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling