+386.0%
FLEX vs PR
+225.6%
+160.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.9% | -8.7% | -12.5% |
| 7D | -28.3% | -16.5% | -11.8% | -25.1% |
| 30D | -45.0% | -4.5% | -40.5% | -44.4% |
| 3M | -45.2% | +8.5% | -53.8% | -46.5% |
| 6M | -30.8% | -3.3% | -27.5% | -31.1% |
| YTD | +10.4% | +55.7% | -45.3% | -4.4% |
| 1Y | +2.3% | +82.0% | -79.8% | -15.6% |
| 3Y | +238.9% | +62.5% | +176.4% | +184.3% |
| 5Y | +386.0% | +223.9% | +162.1% | +228.1% |
| All | +386.0% | +225.6% | +160.4% | +228.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling