+725.7%
FLEX vs PNC
+51.0%
+674.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.9% |
| 7D | +6.4% | -0.7% | +7.1% | +6.8% |
| 30D | -5.9% | -4.4% | -1.5% | -3.2% |
| 3M | -23.5% | +4.5% | -27.9% | -25.5% |
| 6M | +83.7% | +19.1% | +64.7% | +65.1% |
| YTD | +86.5% | +18.0% | +68.5% | +67.8% |
| 1Y | +100.5% | +24.1% | +76.4% | +74.5% |
| 3Y | +469.8% | +130.0% | +339.8% | +244.2% |
| 5Y | +725.7% | +50.4% | +675.3% | +519.7% |
| All | +725.7% | +51.0% | +674.6% | +519.7% |
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