+652.8%
FLEX vs PBF
+251.2%
+401.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.8% | -2.0% | +2.7% |
| 7D | +2.2% | -4.0% | +6.2% | +3.2% |
| 30D | -32.6% | -18.0% | -14.7% | -30.2% |
| 3M | -35.5% | +0.9% | -36.4% | -36.0% |
| 6M | -45.6% | +65.7% | -111.3% | -51.3% |
| YTD | +30.7% | +161.9% | -131.2% | +3.4% |
| 1Y | +28.4% | +77.8% | -49.4% | +9.6% |
| 3Y | +301.7% | +74.9% | +226.8% | +228.1% |
| 5Y | +473.3% | +423.4% | +49.9% | +247.1% |
| All | +652.8% | +251.2% | +401.6% | +353.8% |
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