+2.3%
FLEX vs PBR
+64.4%
-62.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.1% | -9.5% | -13.8% |
| 7D | -28.3% | -14.2% | -14.1% | -29.3% |
| 30D | -45.0% | -21.0% | -24.0% | -46.1% |
| 3M | -45.2% | +5.4% | -50.6% | -44.0% |
| 6M | -30.8% | -10.4% | -20.4% | -31.0% |
| YTD | +10.4% | +65.5% | -55.1% | -0.3% |
| 1Y | +2.3% | +61.6% | -59.3% | -8.1% |
| All | +2.3% | +64.4% | -62.2% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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