+5,470.8%
FLEX vs PEG
+2,139.8%
+3,331.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.5% |
| 7D | -13.6% | +2.6% | -16.2% | -14.5% |
| 30D | -36.5% | +3.3% | -39.8% | -37.6% |
| 3M | -36.4% | +1.1% | -37.5% | -36.8% |
| 6M | -46.5% | -1.4% | -45.0% | -46.4% |
| YTD | +25.9% | -4.6% | +30.5% | +27.6% |
| 1Y | +19.6% | -7.2% | +26.8% | +22.7% |
| 3Y | +287.0% | +33.7% | +253.3% | +236.0% |
| 5Y | +466.6% | +40.8% | +425.8% | +377.1% |
| 10Y | +626.9% | +162.8% | +464.1% | +367.9% |
| All | +5,470.8% | +2,139.8% | +3,331.1% | +2,161.7% |
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 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