+98.5%
FLEX vs PNR
-43.1%
+141.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | -0.9% | -2.4% | +1.5% | +0.1% |
| 30D | -10.1% | -12.8% | +2.6% | -5.0% |
| 3M | -31.3% | -17.0% | -14.4% | -26.3% |
| 6M | +71.3% | -37.4% | +108.7% | +111.0% |
| YTD | +81.2% | -41.6% | +122.9% | +127.3% |
| 1Y | +98.5% | -44.6% | +143.1% | +160.5% |
| All | +98.5% | -43.1% | +141.6% | +160.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling