+26.0%
FLEX vs PR
+78.8%
-52.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.2% | -5.2% | -3.8% |
| 7D | +7.5% | +6.0% | +1.5% | +8.7% |
| 30D | -25.3% | -4.2% | -21.1% | -26.2% |
| 3M | -39.7% | +10.0% | -49.6% | -37.1% |
| 6M | -47.9% | +15.6% | -63.5% | -43.8% |
| YTD | +24.1% | +68.2% | -44.1% | +16.3% |
| 1Y | +26.0% | +79.2% | -53.2% | +14.9% |
| All | +26.0% | +78.8% | -52.8% | +14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling