+287.0%
FLEX vs PWR
+241.6%
+45.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -1.5% |
| 7D | -13.6% | -11.2% | -2.4% | -4.7% |
| 30D | -36.5% | -17.4% | -19.1% | -25.7% |
| 3M | -36.4% | -11.7% | -24.7% | -28.9% |
| 6M | -46.5% | -21.7% | -24.8% | -34.4% |
| YTD | +25.9% | +38.3% | -12.3% | +4.8% |
| 1Y | +19.6% | +29.6% | -10.0% | +3.9% |
| 3Y | +287.0% | +236.1% | +50.9% | +87.6% |
| All | +287.0% | +241.6% | +45.5% | +87.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling