+565.2%
FLEX vs PCAR
+296.2%
+268.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.4% | +7.0% | +6.3% |
| 7D | -19.3% | +0.1% | -19.4% | -19.8% |
| 30D | -41.5% | -4.6% | -37.0% | -40.1% |
| 3M | -43.1% | -22.6% | -20.5% | -32.2% |
| 6M | -48.2% | -12.0% | -36.2% | -43.8% |
| YTD | +15.5% | -6.1% | +21.6% | +20.1% |
| 1Y | +10.2% | +6.3% | +3.9% | +4.8% |
| 3Y | +256.8% | +31.8% | +225.0% | +177.7% |
| 5Y | +408.2% | +104.2% | +304.0% | +175.1% |
| All | +565.2% | +296.2% | +268.9% | +160.5% |
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