+478.1%
FLEX vs PNR
-11.7%
+489.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.6% | +7.0% | +5.9% |
| 7D | +7.0% | -3.0% | +10.0% | +8.7% |
| 30D | -5.8% | -14.9% | +9.1% | +2.8% |
| 3M | -24.2% | -19.0% | -5.2% | -16.0% |
| 6M | +90.8% | -35.9% | +126.7% | +145.3% |
| YTD | +89.2% | -43.1% | +132.3% | +159.2% |
| 1Y | +104.7% | -46.4% | +151.1% | +192.0% |
| 3Y | +478.1% | -10.8% | +488.9% | +492.1% |
| All | +478.1% | -11.7% | +489.8% | +492.1% |
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