+25.5%
FLEX vs PCOR
-1.9%
+27.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.1% | +4.3% |
| 7D | +2.2% | +2.5% | -0.3% | +3.0% |
| 30D | -32.6% | +37.9% | -70.5% | -25.0% |
| 3M | -35.5% | +32.0% | -67.5% | -28.4% |
| 6M | -45.6% | +54.7% | -100.3% | -34.3% |
| YTD | +30.7% | +6.6% | +24.1% | +60.8% |
| All | +25.5% | -1.9% | +27.4% | +64.4% |
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 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