+25.5%
FLEX vs PBF
+79.0%
-53.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.8% | -2.0% | +3.9% |
| 7D | +2.2% | -4.0% | +6.2% | +2.0% |
| 30D | -32.6% | -18.0% | -14.7% | -33.3% |
| 3M | -35.5% | +0.9% | -36.4% | -34.9% |
| 6M | -45.6% | +65.7% | -111.3% | -40.7% |
| YTD | +30.7% | +161.9% | -131.2% | +30.9% |
| All | +25.5% | +79.0% | -53.5% | +35.7% |
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