+689.7%
FLEX vs PBR
+558.3%
+131.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.2% | -6.3% | -4.5% |
| 7D | +0.1% | +4.2% | -4.1% | -0.7% |
| 30D | -11.8% | +22.7% | -34.5% | -15.2% |
| 3M | -22.6% | +21.5% | -44.1% | -25.5% |
| 6M | +77.3% | +24.0% | +53.3% | +67.3% |
| YTD | +78.8% | +88.2% | -9.5% | +52.8% |
| 1Y | +86.1% | +74.8% | +11.2% | +61.4% |
| 3Y | +446.2% | +105.1% | +341.1% | +351.8% |
| 5Y | +689.7% | +572.2% | +117.4% | +363.9% |
| All | +689.7% | +558.3% | +131.4% | +363.9% |
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