+25.0%
FLEX vs PCAR
+12.4%
+12.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +4.0% | -16.4% | -15.4% |
| 7D | -17.0% | +3.7% | -20.6% | -19.6% |
| 30D | -33.8% | -2.9% | -30.9% | -32.5% |
| 3M | -39.0% | -21.7% | -17.3% | -23.9% |
| 6M | -15.9% | -6.6% | -9.3% | -11.9% |
| YTD | +27.8% | -2.2% | +30.1% | +27.5% |
| 1Y | +25.0% | +12.2% | +12.7% | +13.0% |
| All | +25.0% | +12.4% | +12.6% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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