+22.8%
FLEX vs PCOR
-4.3%
+27.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.5% | +10.5% | +12.5% |
| 7D | -7.2% | +22.2% | -29.4% | 0.0% |
| 30D | -34.8% | +36.0% | -70.8% | -27.6% |
| 3M | -35.6% | +34.0% | -69.6% | -28.3% |
| 6M | -45.0% | +43.5% | -88.5% | -34.6% |
| YTD | +29.4% | +5.1% | +24.3% | +58.1% |
| All | +22.8% | -4.3% | +27.1% | +61.8% |
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