+1,083.0%
FLEX vs PNR
+68.9%
+1,014.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.2% |
| 7D | +6.4% | -3.9% | +10.2% | +8.9% |
| 30D | -5.9% | -13.8% | +7.9% | +3.0% |
| 3M | -23.5% | -22.5% | -0.9% | -11.8% |
| 6M | +83.7% | -37.2% | +120.9% | +142.8% |
| YTD | +86.5% | -44.2% | +130.7% | +163.6% |
| 1Y | +100.5% | -46.6% | +147.1% | +192.1% |
| 3Y | +469.8% | -12.5% | +482.3% | +488.2% |
| 5Y | +725.7% | -19.3% | +745.0% | +776.1% |
| All | +1,083.0% | +68.9% | +1,014.1% | +640.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling