+25.0%
FLEX vs PFG
+46.8%
-21.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +4.1% | -16.5% | -12.7% |
| 7D | -17.0% | +4.9% | -21.9% | -17.4% |
| 30D | -33.8% | +5.7% | -39.5% | -34.3% |
| 3M | -39.0% | +2.6% | -41.6% | -39.2% |
| 6M | -15.9% | +19.8% | -35.7% | -21.9% |
| YTD | +27.8% | +36.3% | -8.4% | +8.9% |
| 1Y | +25.0% | +47.9% | -22.9% | +2.9% |
| All | +25.0% | +46.8% | -21.9% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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