+10.2%
FLEX vs PENG
+88.9%
-78.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +12.4% | -7.8% | -1.5% |
| 7D | -19.3% | -19.4% | +0.1% | -11.0% |
| 30D | -41.5% | -42.4% | +0.9% | -24.6% |
| 3M | -43.1% | -25.6% | -17.5% | -35.7% |
| 6M | -48.2% | +7.3% | -55.5% | -54.4% |
| YTD | +15.5% | +113.9% | -98.4% | -27.3% |
| 1Y | +10.2% | +93.6% | -83.4% | -26.5% |
| All | +10.2% | +88.9% | -78.7% | -26.5% |
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