+640.4%
FLEX vs PR
+66.7%
+573.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.1% | +13.1% | +12.2% |
| 7D | -7.2% | -12.4% | +5.2% | -5.2% |
| 30D | -34.8% | -6.6% | -28.2% | -34.1% |
| 3M | -35.6% | +7.5% | -43.1% | -36.4% |
| 6M | -45.0% | +10.8% | -55.8% | -46.2% |
| YTD | +29.4% | +57.0% | -27.6% | +19.1% |
| 1Y | +24.8% | +67.9% | -43.1% | +13.6% |
| 3Y | +304.4% | +87.6% | +216.8% | +260.9% |
| 5Y | +484.1% | +220.4% | +263.7% | +367.4% |
| 10Y | +640.4% | +64.8% | +575.6% | +429.1% |
| All | +640.4% | +66.7% | +573.7% | +429.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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