+5,681.7%
FLEX vs PNC
+2,353.2%
+3,328.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.5% | +3.6% |
| 7D | +2.2% | -0.6% | +2.9% | +2.9% |
| 30D | -32.6% | +5.8% | -38.5% | -34.6% |
| 3M | -35.5% | -7.9% | -27.6% | -32.6% |
| 6M | -45.6% | +10.0% | -55.5% | -48.3% |
| YTD | +30.7% | +14.8% | +15.9% | +21.1% |
| 1Y | +28.4% | +29.7% | -1.3% | +11.5% |
| 3Y | +301.7% | +114.4% | +187.3% | +165.9% |
| 5Y | +473.3% | +36.0% | +437.3% | +373.5% |
| 10Y | +651.7% | +204.7% | +447.0% | +301.2% |
| All | +5,681.7% | +2,353.2% | +3,328.5% | +793.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling