+558.4%
FLEX vs PFG
+1,015.3%
-456.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.3% |
| 7D | -0.9% | +5.5% | -6.4% | -3.7% |
| 30D | -10.1% | +2.4% | -12.5% | -11.3% |
| 3M | -31.3% | +13.6% | -44.9% | -36.2% |
| 6M | +71.3% | +27.9% | +43.4% | +50.2% |
| YTD | +81.2% | +35.6% | +45.7% | +54.0% |
| 1Y | +98.5% | +48.5% | +50.0% | +60.7% |
| 3Y | +428.2% | +66.9% | +361.4% | +302.1% |
| 5Y | +657.3% | +111.0% | +546.3% | +408.8% |
| 10Y | +995.9% | +244.5% | +751.4% | +468.8% |
| All | +558.4% | +1,015.3% | -456.8% | +9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling