+738.1%
FLEX vs PR
+160.5%
+577.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -6.5% | -5.8% | -11.4% |
| 7D | -17.0% | -12.1% | -4.9% | -15.3% |
| 30D | -33.8% | +0.9% | -34.7% | -34.0% |
| 3M | -39.0% | +10.1% | -49.2% | -40.1% |
| 6M | -15.9% | +1.1% | -17.0% | -16.8% |
| YTD | +27.8% | +63.7% | -35.8% | +17.0% |
| 1Y | +25.0% | +87.0% | -62.1% | +11.8% |
| 3Y | +292.3% | +70.7% | +221.5% | +254.3% |
| 5Y | +472.6% | +246.8% | +225.8% | +353.3% |
| 10Y | +653.7% | +72.6% | +581.1% | +418.1% |
| All | +738.1% | +160.5% | +577.6% | +464.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling