+455.5%
FLEX vs PCOR
-7.6%
+463.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -4.1% |
| 7D | +7.5% | +3.0% | +4.4% | +6.9% |
| 30D | -25.3% | +38.7% | -64.0% | -30.7% |
| 3M | -39.7% | +24.9% | -64.5% | -43.0% |
| 6M | -47.9% | +68.8% | -116.6% | -54.8% |
| YTD | +24.1% | +6.7% | +17.4% | +19.4% |
| 1Y | +26.0% | +3.0% | +23.0% | +22.6% |
| 3Y | +282.7% | +48.6% | +234.1% | +226.2% |
| 5Y | +424.2% | -12.7% | +436.9% | +360.3% |
| All | +455.5% | -7.6% | +463.1% | +396.8% |
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 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