+1,060.6%
FLEX vs PFG
+239.4%
+821.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.8% | +5.3% |
| 7D | +7.0% | +6.0% | +1.0% | +2.8% |
| 30D | -5.8% | +2.2% | -8.0% | -7.4% |
| 3M | -24.2% | +10.4% | -34.6% | -29.8% |
| 6M | +90.8% | +27.8% | +63.0% | +60.4% |
| YTD | +89.2% | +33.6% | +55.5% | +53.8% |
| 1Y | +104.7% | +49.3% | +55.4% | +54.2% |
| 3Y | +478.1% | +69.7% | +408.4% | +295.3% |
| 5Y | +726.2% | +111.3% | +614.8% | +376.3% |
| 10Y | +1,060.6% | +240.3% | +820.3% | +339.2% |
| All | +1,060.6% | +239.4% | +821.1% | +339.2% |
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