+1,060.6%
FLEX vs PBF
+354.3%
+706.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.3% | +1.1% | +3.8% |
| 7D | +7.0% | +2.4% | +4.6% | +6.5% |
| 30D | -5.8% | +24.9% | -30.7% | -9.8% |
| 3M | -24.2% | +81.9% | -106.1% | -32.8% |
| 6M | +90.8% | +79.4% | +11.4% | +65.8% |
| YTD | +89.2% | +188.3% | -99.1% | +48.0% |
| 1Y | +104.7% | +177.3% | -72.5% | +59.6% |
| 3Y | +478.1% | +56.0% | +422.1% | +386.1% |
| 5Y | +726.2% | +804.0% | -77.8% | +347.0% |
| 10Y | +1,060.6% | +334.1% | +726.5% | +575.1% |
| All | +1,060.6% | +354.3% | +706.3% | +575.1% |
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