+565.2%
FLEX vs PBF
+276.6%
+288.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.6% | +6.2% | +4.9% |
| 7D | -19.3% | -13.8% | -5.6% | -16.9% |
| 30D | -41.5% | -19.6% | -21.9% | -39.3% |
| 3M | -43.1% | +10.3% | -53.4% | -44.5% |
| 6M | -48.2% | +63.4% | -111.7% | -53.5% |
| YTD | +15.5% | +152.6% | -137.1% | -8.0% |
| 1Y | +10.2% | +87.4% | -77.1% | -7.0% |
| 3Y | +256.8% | +63.3% | +193.6% | +195.5% |
| 5Y | +408.2% | +412.5% | -4.3% | +209.3% |
| All | +565.2% | +276.6% | +288.6% | +300.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling