+7,917.6%
FLEX vs PNR
+1,737.8%
+6,179.8%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.3% |
| 7D | -0.9% | -2.4% | +1.5% | +0.5% |
| 30D | -10.1% | -12.8% | +2.6% | -3.0% |
| 3M | -31.3% | -17.0% | -14.4% | -24.9% |
| 6M | +71.3% | -37.4% | +108.7% | +121.2% |
| YTD | +81.2% | -41.6% | +122.9% | +141.3% |
| 1Y | +98.5% | -44.6% | +143.1% | +172.8% |
| 3Y | +428.2% | -12.1% | +440.4% | +449.1% |
| 5Y | +657.3% | -17.4% | +674.7% | +697.5% |
| 10Y | +995.9% | +64.0% | +931.9% | +655.0% |
| All | +7,917.6% | +1,737.8% | +6,179.8% | +1,588.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling