+416.7%
FLEX vs PR
+225.0%
+191.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.9% | +2.6% | +4.1% |
| 7D | -19.3% | -16.4% | -2.9% | -15.8% |
| 30D | -41.5% | -1.9% | -39.6% | -41.2% |
| 3M | -43.1% | +8.0% | -51.1% | -44.3% |
| 6M | -48.2% | +4.1% | -52.3% | -49.2% |
| YTD | +15.5% | +58.7% | -43.2% | -0.5% |
| 1Y | +10.2% | +75.8% | -65.6% | -8.0% |
| 3Y | +256.8% | +73.2% | +183.6% | +195.2% |
| All | +416.7% | +225.0% | +191.7% | +252.2% |
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 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