+394.4%
FLEX vs PCOR
-10.0%
+404.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | 0.0% | -13.6% | -13.6% |
| 7D | -28.3% | +23.7% | -52.0% | -31.8% |
| 30D | -45.0% | +39.0% | -84.0% | -49.1% |
| 3M | -45.2% | +35.8% | -81.0% | -49.4% |
| 6M | -30.8% | +38.2% | -69.0% | -37.1% |
| YTD | +10.4% | +3.9% | +6.5% | +6.7% |
| 1Y | +2.3% | +5.7% | -3.4% | -2.0% |
| 3Y | +238.9% | +44.8% | +194.1% | +189.9% |
| 5Y | +386.0% | -19.8% | +405.8% | +331.1% |
| All | +394.4% | -10.0% | +404.4% | +344.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling