+7,917.6%
FLEX vs PEG
+2,090.4%
+5,827.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.7% | +1.6% |
| 7D | -0.9% | +0.7% | -1.6% | -1.2% |
| 30D | -10.1% | -2.4% | -7.7% | -9.2% |
| 3M | -31.3% | -4.8% | -26.6% | -30.1% |
| 6M | +71.3% | -10.7% | +82.0% | +79.2% |
| YTD | +81.2% | -6.7% | +87.9% | +85.8% |
| 1Y | +98.5% | -6.8% | +105.3% | +103.2% |
| 3Y | +428.2% | +34.5% | +393.8% | +357.3% |
| 5Y | +657.3% | +35.8% | +621.5% | +547.9% |
| 10Y | +995.9% | +141.7% | +854.2% | +629.9% |
| All | +7,917.6% | +2,090.4% | +5,827.2% | +3,192.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling