+7,917.6%
FLEX vs PCAR
+9,776.5%
-1,858.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | -0.9% | -0.5% | -0.4% | -0.6% |
| 30D | -10.1% | -6.2% | -3.9% | -6.6% |
| 3M | -31.3% | +5.9% | -37.2% | -33.6% |
| 6M | +71.3% | +0.4% | +70.9% | +72.0% |
| YTD | +81.2% | +14.8% | +66.4% | +67.8% |
| 1Y | +98.5% | +30.1% | +68.4% | +70.0% |
| 3Y | +428.2% | +66.7% | +361.6% | +282.4% |
| 5Y | +657.3% | +166.1% | +491.1% | +310.4% |
| 10Y | +995.9% | +353.7% | +642.3% | +336.7% |
| All | +7,917.6% | +9,776.5% | -1,858.9% | +778.0% |
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