+25.0%
FLEX vs PBF
+120.1%
-95.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -6.7% | -5.7% | -12.7% |
| 7D | -17.0% | -0.9% | -16.1% | -16.9% |
| 30D | -33.8% | -13.7% | -20.1% | -34.3% |
| 3M | -39.0% | +10.6% | -49.7% | -38.0% |
| 6M | -15.9% | +61.2% | -77.1% | -9.0% |
| YTD | +27.8% | +172.7% | -144.9% | +30.7% |
| 1Y | +25.0% | +111.0% | -86.1% | +30.9% |
| All | +25.0% | +120.1% | -95.1% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling