+26.0%
FLEX vs PENG
+130.4%
-104.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.5% | +1.4% | -1.3% |
| 7D | +7.5% | +13.2% | -5.8% | +1.0% |
| 30D | -25.3% | -29.9% | +4.6% | -12.4% |
| 3M | -39.7% | -22.2% | -17.4% | -33.4% |
| 6M | -47.9% | -1.9% | -46.0% | -51.5% |
| YTD | +24.1% | +142.1% | -118.0% | -26.7% |
| 1Y | +26.0% | +151.5% | -125.6% | -27.4% |
| All | +26.0% | +130.4% | -104.4% | -27.4% |
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