+2,290.1%
FLEX vs PBF
+303.9%
+1,986.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.7% |
| 7D | -0.9% | +4.3% | -5.2% | -1.7% |
| 30D | -10.1% | +22.0% | -32.1% | -13.6% |
| 3M | -31.3% | +74.5% | -105.8% | -38.5% |
| 6M | +71.3% | +67.7% | +3.6% | +51.1% |
| YTD | +81.2% | +179.2% | -97.9% | +43.5% |
| 1Y | +98.5% | +170.0% | -71.5% | +56.4% |
| 3Y | +428.2% | +66.4% | +361.9% | +340.2% |
| 5Y | +657.3% | +764.5% | -107.2% | +322.8% |
| 10Y | +995.9% | +358.5% | +637.4% | +490.7% |
| All | +2,290.1% | +303.9% | +1,986.3% | +1,110.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling