+449.4%
FLEX vs PFG
+70.7%
+378.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.3% |
| 7D | -0.9% | +5.5% | -6.4% | -4.0% |
| 30D | -10.1% | +2.4% | -12.5% | -11.4% |
| 3M | -31.3% | +13.6% | -44.9% | -37.0% |
| 6M | +71.3% | +27.9% | +43.4% | +45.5% |
| YTD | +81.2% | +35.6% | +45.7% | +47.8% |
| 1Y | +98.5% | +48.5% | +50.0% | +52.0% |
| All | +449.4% | +70.7% | +378.7% | +275.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling