+256.8%
FLEX vs PCOR
+43.8%
+213.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +4.9% | +4.6% |
| 7D | -19.3% | +22.7% | -42.0% | -21.4% |
| 30D | -41.5% | +37.5% | -79.0% | -44.0% |
| 3M | -43.1% | +35.2% | -78.3% | -45.7% |
| 6M | -48.2% | +42.2% | -90.5% | -50.9% |
| YTD | +15.5% | +3.6% | +11.9% | +19.5% |
| 1Y | +10.2% | -4.8% | +15.0% | +18.2% |
| 3Y | +256.8% | +48.3% | +208.5% | +214.7% |
| All | +256.8% | +43.8% | +213.0% | +214.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling