+1,033.9%
FLEX vs PNR
+66.6%
+967.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.8% | -3.3% |
| 7D | +0.1% | -5.5% | +5.6% | +3.7% |
| 30D | -11.8% | -15.6% | +3.8% | -2.1% |
| 3M | -22.6% | -20.2% | -2.4% | -12.5% |
| 6M | +77.3% | -36.6% | +113.9% | +133.1% |
| YTD | +78.8% | -45.0% | +123.7% | +155.0% |
| 1Y | +86.1% | -47.4% | +133.5% | +173.7% |
| 3Y | +446.2% | -13.7% | +459.9% | +468.9% |
| 5Y | +689.7% | -20.8% | +710.5% | +748.1% |
| All | +1,033.9% | +66.6% | +967.3% | +615.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling