+25.0%
FLEX vs PFGC
+12.5%
+12.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +13.5% | -25.9% | -15.3% |
| 7D | -17.0% | +13.9% | -30.8% | -20.2% |
| 30D | -33.8% | +18.4% | -52.2% | -37.9% |
| 3M | -39.0% | -2.5% | -36.5% | -36.6% |
| 6M | -15.9% | +26.0% | -41.9% | -29.6% |
| YTD | +27.8% | +21.9% | +6.0% | +11.7% |
| 1Y | +25.0% | +13.4% | +11.6% | +8.7% |
| All | +25.0% | +12.5% | +12.5% | +8.7% |
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