+479.2%
FLEX vs PCOR
-9.0%
+488.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.5% | +10.5% | +11.7% |
| 7D | -7.2% | +22.2% | -29.4% | -11.4% |
| 30D | -34.8% | +36.0% | -70.8% | -39.2% |
| 3M | -35.6% | +34.0% | -69.6% | -40.2% |
| 6M | -45.0% | +43.5% | -88.5% | -50.3% |
| YTD | +29.4% | +5.1% | +24.3% | +24.8% |
| 1Y | +24.8% | -3.9% | +28.7% | +24.0% |
| 3Y | +304.4% | +52.9% | +251.5% | +241.7% |
| 5Y | +484.1% | -18.7% | +502.7% | +416.9% |
| All | +479.2% | -9.0% | +488.2% | +419.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling