-45.2%
FLEX vs PR
+4.5%
-49.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.9% | -8.7% | -12.6% |
| 7D | -28.3% | -16.5% | -11.8% | -28.1% |
| 30D | -45.0% | -4.5% | -40.5% | -43.0% |
| 3M | -45.2% | +8.5% | -53.8% | -42.2% |
| All | -45.2% | +4.5% | -49.8% | -42.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling