+494.6%
FLEX vs PENG
+644.0%
-149.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.3% | -1.9% |
| 7D | -13.6% | -16.1% | +2.4% | -8.3% |
| 30D | -36.5% | -41.5% | +5.0% | -24.0% |
| 3M | -36.4% | -19.1% | -17.3% | -32.2% |
| 6M | -46.5% | +0.9% | -47.4% | -48.3% |
| YTD | +25.9% | +128.2% | -102.3% | -6.6% |
| 1Y | +19.6% | +98.6% | -79.0% | -7.5% |
| 3Y | +287.0% | +188.2% | +98.8% | +150.0% |
| 5Y | +466.6% | +55.5% | +411.1% | +301.9% |
| All | +494.6% | +644.0% | -149.4% | +203.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling