+421.5%
FLEX vs PENG
+520.3%
-98.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -23.0% | +9.4% | -5.7% |
| 7D | -28.3% | -36.7% | +8.4% | -16.4% |
| 30D | -45.0% | -42.0% | -3.0% | -34.1% |
| 3M | -45.2% | -33.2% | -12.0% | -37.7% |
| 6M | -30.8% | +2.1% | -32.9% | -32.8% |
| YTD | +10.4% | +90.3% | -79.8% | -12.8% |
| 1Y | +2.3% | +67.7% | -65.4% | -16.1% |
| 3Y | +238.9% | +154.2% | +84.7% | +128.8% |
| 5Y | +386.0% | +28.3% | +357.7% | +268.0% |
| All | +421.5% | +520.3% | -98.8% | +182.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling