+386.0%
FLEX vs PCAR
+108.5%
+277.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.6% | -12.0% | -12.6% |
| 7D | -28.3% | +2.2% | -30.5% | -29.5% |
| 30D | -45.0% | -4.4% | -40.6% | -43.7% |
| 3M | -45.2% | -21.4% | -23.8% | -36.1% |
| 6M | -30.8% | -7.3% | -23.5% | -27.4% |
| YTD | +10.4% | -3.8% | +14.2% | +13.2% |
| 1Y | +2.3% | +6.3% | -4.0% | -1.4% |
| 3Y | +238.9% | +34.4% | +204.5% | +167.8% |
| 5Y | +386.0% | +109.2% | +276.8% | +166.6% |
| All | +386.0% | +108.5% | +277.5% | +166.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling