+663.2%
FLEX vs PR
+433.6%
+229.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.9% |
| 7D | -0.9% | +2.9% | -3.8% | -1.6% |
| 30D | -10.1% | +18.0% | -28.2% | -13.7% |
| 3M | -31.3% | +16.9% | -48.2% | -34.2% |
| 6M | +71.3% | +28.2% | +43.1% | +58.0% |
| YTD | +81.2% | +69.3% | +11.9% | +54.6% |
| 1Y | +98.5% | +69.5% | +29.0% | +68.5% |
| 3Y | +428.2% | +81.7% | +346.6% | +333.2% |
| All | +663.2% | +433.6% | +229.6% | +363.8% |
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