+256.8%
FLEX vs PENG
+184.4%
+72.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +12.4% | -7.8% | -0.6% |
| 7D | -19.3% | -19.4% | +0.1% | -12.2% |
| 30D | -41.5% | -42.4% | +0.9% | -27.2% |
| 3M | -43.1% | -25.6% | -17.5% | -36.6% |
| 6M | -48.2% | +7.3% | -55.5% | -51.5% |
| YTD | +15.5% | +113.9% | -98.4% | -15.7% |
| 1Y | +10.2% | +93.6% | -83.4% | -16.9% |
| 3Y | +256.8% | +170.2% | +86.6% | +131.3% |
| All | +256.8% | +184.4% | +72.4% | +131.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling