+303.1%
FLEX vs PNR
+17.6%
+285.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.2% | +4.0% |
| 7D | +2.2% | -3.7% | +6.0% | +4.6% |
| 30D | -32.6% | +33.1% | -65.8% | -42.7% |
| 3M | -35.5% | +3.7% | -39.2% | -37.1% |
| 6M | -45.6% | -7.7% | -37.8% | -43.9% |
| YTD | +30.7% | -32.4% | +63.1% | +62.4% |
| 1Y | +28.4% | -35.0% | +63.4% | +63.8% |
| All | +303.1% | +17.6% | +285.5% | +238.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling