+25.0%
FLEX vs PWR
+31.4%
-6.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -11.7% | -0.7% | -1.6% |
| 7D | -17.0% | -4.4% | -12.6% | -13.4% |
| 30D | -33.8% | -15.1% | -18.8% | -22.8% |
| 3M | -39.0% | -16.2% | -22.8% | -27.8% |
| 6M | -15.9% | -23.3% | +7.4% | +8.4% |
| YTD | +27.8% | +37.6% | -9.8% | +0.7% |
| 1Y | +25.0% | +32.4% | -7.4% | +0.5% |
| All | +25.0% | +31.4% | -6.5% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 1y: compounded portfolio wealth divided by compounded PWR 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…
1y analysis · Full analysis span regression · 6 months rolling