+640.4%
FLEX vs PEG
+155.4%
+485.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.3% | +8.7% | +10.1% |
| 7D | -7.2% | +0.9% | -8.0% | -7.6% |
| 30D | -34.8% | +3.8% | -38.6% | -36.4% |
| 3M | -35.6% | +0.1% | -35.7% | -35.8% |
| 6M | -45.0% | -1.0% | -44.0% | -45.2% |
| YTD | +29.4% | -4.1% | +33.5% | +31.0% |
| 1Y | +24.8% | -6.9% | +31.6% | +28.6% |
| 3Y | +304.4% | +35.6% | +268.8% | +228.5% |
| 5Y | +484.1% | +42.8% | +441.3% | +351.5% |
| 10Y | +640.4% | +160.2% | +480.2% | +344.5% |
| All | +640.4% | +155.4% | +485.0% | +344.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling