+282.7%
FLEX vs PBF
+80.0%
+202.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -4.1% |
| 7D | +7.5% | +6.5% | +1.0% | +6.6% |
| 30D | -25.3% | -20.0% | -5.3% | -23.3% |
| 3M | -39.7% | -3.3% | -36.3% | -39.7% |
| 6M | -47.9% | +76.8% | -124.7% | -51.6% |
| YTD | +24.1% | +168.9% | -144.8% | +0.8% |
| 1Y | +26.0% | +96.4% | -70.4% | +10.0% |
| 3Y | +282.7% | +77.2% | +205.5% | +190.5% |
| All | +282.7% | +80.0% | +202.6% | +190.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling