+466.6%
FLEX vs PNC
+34.3%
+432.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -13.6% | +0.8% | -14.5% | -13.9% |
| 30D | -36.5% | +6.5% | -43.0% | -38.8% |
| 3M | -36.4% | -7.3% | -29.2% | -33.4% |
| 6M | -46.5% | +8.5% | -55.0% | -49.2% |
| YTD | +25.9% | +14.5% | +11.5% | +15.3% |
| 1Y | +19.6% | +29.1% | -9.5% | +1.7% |
| 3Y | +287.0% | +113.7% | +173.3% | +143.6% |
| 5Y | +466.6% | +35.7% | +430.9% | +364.1% |
| All | +466.6% | +34.3% | +432.3% | +364.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 5y: compounded portfolio wealth divided by compounded PNC 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…
5y analysis · Full analysis span regression · 6 months rolling