+1,086.7%
FLEX vs PEG
+136.9%
+949.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.1% |
| 7D | +6.4% | -1.0% | +7.3% | +7.0% |
| 30D | -5.9% | -2.6% | -3.2% | -4.4% |
| 3M | -23.5% | -7.6% | -15.8% | -20.2% |
| 6M | +83.7% | -12.2% | +95.9% | +96.6% |
| YTD | +86.5% | -8.1% | +94.6% | +93.9% |
| 1Y | +100.5% | -7.0% | +107.5% | +106.4% |
| 3Y | +469.8% | +30.6% | +439.3% | +374.5% |
| 5Y | +725.7% | +34.4% | +691.3% | +564.4% |
| 10Y | +1,086.7% | +146.5% | +940.2% | +639.0% |
| All | +1,086.7% | +136.9% | +949.9% | +639.0% |
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