+424.8%
FLEX vs PFG
+92.7%
+332.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -4.3% |
| 7D | +7.5% | +2.4% | +5.1% | +6.1% |
| 30D | -25.3% | +5.9% | -31.1% | -27.8% |
| 3M | -39.7% | -0.4% | -39.2% | -39.8% |
| 6M | -47.9% | +14.8% | -62.7% | -53.0% |
| YTD | +24.1% | +31.9% | -7.8% | +2.2% |
| 1Y | +26.0% | +38.8% | -12.9% | +0.4% |
| 3Y | +282.7% | +82.4% | +200.3% | +152.9% |
| All | +424.8% | +92.7% | +332.0% | +219.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling