+5,389.6%
FLEX vs PNR
+1,995.0%
+3,394.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.3% | -4.2% |
| 7D | +7.5% | +0.3% | +7.2% | +7.4% |
| 30D | -25.3% | +31.7% | -57.0% | -36.9% |
| 3M | -39.7% | +2.6% | -42.3% | -41.3% |
| 6M | -47.9% | -6.4% | -41.5% | -47.4% |
| YTD | +24.1% | -33.4% | +57.5% | +51.7% |
| 1Y | +26.0% | -35.1% | +61.0% | +56.1% |
| 3Y | +282.7% | +17.1% | +265.6% | +234.0% |
| 5Y | +424.2% | -3.5% | +427.8% | +400.6% |
| 10Y | +613.8% | +100.2% | +513.6% | +336.3% |
| All | +5,389.6% | +1,995.0% | +3,394.6% | +961.3% |
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