+25.0%
FLEX vs PENG
+120.5%
-95.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -9.1% | -3.2% | -7.9% |
| 7D | -17.0% | -20.5% | +3.5% | -7.4% |
| 30D | -33.8% | -20.4% | -13.5% | -26.7% |
| 3M | -39.0% | -16.4% | -22.6% | -34.5% |
| 6M | -15.9% | +49.2% | -65.1% | -36.0% |
| YTD | +27.8% | +147.2% | -119.3% | -25.5% |
| 1Y | +25.0% | +124.7% | -99.7% | -22.7% |
| All | +25.0% | +120.5% | -95.5% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling