+28.4%
FLEX vs PCAR
+12.2%
+16.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.4% | +1.4% | +1.9% |
| 7D | +2.2% | +2.2% | 0.0% | +0.7% |
| 30D | -32.6% | +0.3% | -33.0% | -32.9% |
| 3M | -35.5% | -17.9% | -17.6% | -22.9% |
| 6M | -45.6% | -3.4% | -42.2% | -44.8% |
| YTD | +30.7% | -0.1% | +30.8% | +30.1% |
| 1Y | +28.4% | +13.4% | +15.0% | +21.8% |
| All | +28.4% | +12.2% | +16.2% | +21.8% |
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 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