+98.5%
FLEX vs PFGC
-5.1%
+103.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.8% |
| 7D | -0.9% | -2.2% | +1.3% | +0.2% |
| 30D | -10.1% | -11.9% | +1.8% | -4.4% |
| 3M | -31.3% | +5.0% | -36.3% | -36.8% |
| 6M | +71.3% | +8.6% | +62.7% | +51.3% |
| YTD | +81.2% | +9.7% | +71.6% | +64.1% |
| 1Y | +98.5% | -6.3% | +104.8% | +78.2% |
| All | +98.5% | -5.1% | +103.6% | +78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling