+663.2%
FLEX vs PWR
+443.9%
+219.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.1% |
| 7D | -0.9% | +3.6% | -4.5% | -3.1% |
| 30D | -10.1% | -8.6% | -1.6% | -4.8% |
| 3M | -31.3% | -13.2% | -18.2% | -24.4% |
| 6M | +71.3% | +9.9% | +61.4% | +63.5% |
| YTD | +81.2% | +48.0% | +33.2% | +45.3% |
| 1Y | +98.5% | +66.2% | +32.3% | +49.1% |
| 3Y | +428.2% | +195.1% | +233.1% | +189.4% |
| All | +663.2% | +443.9% | +219.4% | +192.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling