+25.0%
FLEX vs PCOR
+4.0%
+20.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +19.7% | -32.0% | -6.1% |
| 7D | -17.0% | +21.8% | -38.8% | -10.7% |
| 30D | -33.8% | +39.5% | -73.4% | -26.2% |
| 3M | -39.0% | +35.2% | -74.3% | -32.0% |
| 6M | -15.9% | +21.7% | -37.6% | -2.2% |
| YTD | +27.8% | +3.9% | +23.9% | +49.7% |
| 1Y | +25.0% | +6.9% | +18.0% | +45.8% |
| All | +25.0% | +4.0% | +20.9% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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