+464.3%
FLEX vs PBR
+97.2%
+367.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | +6.4% | +0.3% | +6.0% | +6.3% |
| 30D | -5.9% | +17.5% | -23.4% | -8.5% |
| 3M | -23.5% | +20.9% | -44.4% | -26.0% |
| 6M | +83.7% | +20.2% | +63.5% | +73.0% |
| YTD | +86.5% | +84.3% | +2.2% | +54.7% |
| 1Y | +100.5% | +77.1% | +23.4% | +67.5% |
| All | +464.3% | +97.2% | +367.1% | +348.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling