+663.2%
FLEX vs PENG
+115.2%
+548.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.4% | -4.9% | -0.8% |
| 7D | -0.9% | +4.5% | -5.4% | -2.5% |
| 30D | -10.1% | -7.1% | -3.0% | -7.9% |
| 3M | -31.3% | -27.3% | -4.1% | -25.4% |
| 6M | +71.3% | +169.6% | -98.3% | +21.0% |
| YTD | +81.2% | +164.6% | -83.4% | +27.7% |
| 1Y | +98.5% | +109.5% | -11.0% | +48.4% |
| 3Y | +428.2% | +98.9% | +329.3% | +260.9% |
| All | +663.2% | +115.2% | +548.0% | +431.8% |
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