+4,785.6%
FLEX vs PCAR
+8,176.7%
-3,391.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.6% | -12.0% | -12.7% |
| 7D | -28.3% | +2.2% | -30.5% | -29.4% |
| 30D | -45.0% | -4.4% | -40.6% | -43.9% |
| 3M | -45.2% | -21.4% | -23.8% | -37.2% |
| 6M | -30.8% | -7.3% | -23.5% | -27.8% |
| YTD | +10.4% | -3.8% | +14.2% | +12.8% |
| 1Y | +2.3% | +6.3% | -4.0% | -1.7% |
| 3Y | +238.9% | +34.4% | +204.5% | +177.3% |
| 5Y | +386.0% | +109.2% | +276.8% | +202.5% |
| 10Y | +551.1% | +312.9% | +238.2% | +173.0% |
| All | +4,785.6% | +8,176.7% | -3,391.1% | +490.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling