+1,086.7%
FLEX vs PEG
+139.0%
+947.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.7% |
| 7D | +6.4% | -0.1% | +6.4% | +6.4% |
| 30D | -5.9% | -1.7% | -4.1% | -4.9% |
| 3M | -23.5% | -6.8% | -16.7% | -20.6% |
| 6M | +83.7% | -11.4% | +95.1% | +95.6% |
| YTD | +86.5% | -7.2% | +93.7% | +92.9% |
| 1Y | +100.5% | -6.1% | +106.6% | +105.3% |
| 3Y | +469.8% | +31.8% | +438.1% | +372.1% |
| 5Y | +725.7% | +35.6% | +690.0% | +560.9% |
| 10Y | +1,086.7% | +148.7% | +938.0% | +635.2% |
| All | +1,086.7% | +139.0% | +947.7% | +635.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded PEG 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling