+473.3%
FLEX vs PBR
+450.9%
+22.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.5% | +6.3% | +4.2% |
| 7D | +2.2% | -9.1% | +11.4% | +4.0% |
| 30D | -32.6% | -29.9% | -2.7% | -28.6% |
| 3M | -35.5% | +2.3% | -37.8% | -36.4% |
| 6M | -45.6% | -10.9% | -34.6% | -45.1% |
| YTD | +30.7% | +56.9% | -26.2% | +14.6% |
| 1Y | +28.4% | +38.0% | -9.7% | +15.8% |
| 3Y | +301.7% | +64.8% | +236.9% | +243.8% |
| 5Y | +473.3% | +447.1% | +26.2% | +233.7% |
| All | +473.3% | +450.9% | +22.4% | +233.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling