+1,088.2%
FLEX vs PR
+169.5%
+918.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.7% |
| 7D | -0.9% | +2.9% | -3.8% | -1.3% |
| 30D | -10.1% | +18.0% | -28.2% | -12.4% |
| 3M | -31.3% | +16.9% | -48.2% | -33.2% |
| 6M | +71.3% | +28.2% | +43.1% | +63.2% |
| YTD | +81.2% | +69.3% | +11.9% | +65.3% |
| 1Y | +98.5% | +69.5% | +29.0% | +80.5% |
| 3Y | +428.2% | +81.7% | +346.6% | +372.5% |
| 5Y | +657.3% | +422.2% | +235.0% | +468.0% |
| 10Y | +995.9% | +110.4% | +885.6% | +650.6% |
| All | +1,088.2% | +169.5% | +918.7% | +698.2% |
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 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