+626.9%
FLEX vs PCAR
+292.6%
+334.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.8% | -2.8% |
| 7D | -13.6% | +3.8% | -17.4% | -16.2% |
| 30D | -36.5% | -2.0% | -34.5% | -35.9% |
| 3M | -36.4% | -19.1% | -17.4% | -26.4% |
| 6M | -46.5% | -6.8% | -39.7% | -44.2% |
| YTD | +25.9% | -2.5% | +28.4% | +27.7% |
| 1Y | +19.6% | +9.7% | +9.9% | +11.4% |
| 3Y | +287.0% | +34.0% | +253.1% | +197.9% |
| 5Y | +466.6% | +113.3% | +353.3% | +196.0% |
| 10Y | +626.9% | +278.2% | +348.7% | +171.8% |
| All | +626.9% | +292.6% | +334.4% | +171.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling