+304.4%
FLEX vs PEG
+33.8%
+270.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.3% | +8.7% | +10.4% |
| 7D | -7.2% | +0.9% | -8.0% | -7.6% |
| 30D | -34.8% | +3.8% | -38.6% | -36.0% |
| 3M | -35.6% | +0.1% | -35.7% | -35.7% |
| 6M | -45.0% | -1.0% | -44.0% | -45.3% |
| YTD | +29.4% | -4.1% | +33.5% | +30.4% |
| 1Y | +24.8% | -6.9% | +31.6% | +27.9% |
| 3Y | +304.4% | +35.6% | +268.8% | +262.7% |
| All | +304.4% | +33.8% | +270.6% | +262.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling