+424.8%
FLEX vs PENG
+56.5%
+368.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.5% | +1.4% | -1.9% |
| 7D | +7.5% | +13.2% | -5.8% | +2.5% |
| 30D | -25.3% | -29.9% | +4.6% | -15.1% |
| 3M | -39.7% | -22.2% | -17.4% | -34.5% |
| 6M | -47.9% | -1.9% | -46.0% | -49.3% |
| YTD | +24.1% | +142.1% | -118.0% | -11.2% |
| 1Y | +26.0% | +151.5% | -125.6% | -10.9% |
| 3Y | +282.7% | +206.9% | +75.8% | +137.1% |
| All | +424.8% | +56.5% | +368.2% | +250.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling