+291.4%
FLEX vs PBR
+1,797.5%
-1,506.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +2.1% |
| 7D | -0.9% | +8.6% | -9.5% | -3.7% |
| 30D | -10.1% | +12.8% | -22.9% | -13.9% |
| 3M | -31.3% | +14.7% | -46.0% | -34.8% |
| 6M | +71.3% | +25.2% | +46.1% | +55.7% |
| YTD | +81.2% | +77.1% | +4.1% | +46.5% |
| 1Y | +98.5% | +69.6% | +28.9% | +62.2% |
| 3Y | +428.2% | +95.6% | +332.7% | +302.2% |
| 5Y | +657.3% | +501.8% | +155.5% | +268.8% |
| 10Y | +995.9% | +640.6% | +355.4% | +313.5% |
| All | +291.4% | +1,797.5% | -1,506.1% | -39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling