+651.7%
FLEX vs PFG
+189.4%
+462.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.1% | +4.9% | +4.5% |
| 7D | +2.2% | -2.2% | +4.5% | +4.1% |
| 30D | -32.6% | +6.4% | -39.0% | -35.3% |
| 3M | -35.5% | +2.2% | -37.7% | -36.8% |
| 6M | -45.6% | +16.3% | -61.8% | -51.6% |
| YTD | +30.7% | +33.2% | -2.5% | +6.1% |
| 1Y | +28.4% | +40.6% | -12.2% | +0.6% |
| 3Y | +301.7% | +83.3% | +218.3% | +160.5% |
| 5Y | +473.3% | +97.7% | +375.5% | +244.3% |
| 10Y | +651.7% | +189.9% | +461.9% | +232.7% |
| All | +651.7% | +189.4% | +462.4% | +232.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling