+651.7%
FLEX vs PFGC
+363.4%
+288.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.6% | +3.7% |
| 7D | +2.2% | +1.5% | +0.7% | +1.7% |
| 30D | -32.6% | +17.4% | -50.1% | -37.9% |
| 3M | -35.5% | -2.4% | -33.1% | -35.9% |
| 6M | -45.6% | +18.2% | -63.8% | -50.6% |
| YTD | +30.7% | +23.7% | +7.0% | +16.8% |
| 1Y | +28.4% | +15.0% | +13.4% | +18.1% |
| 3Y | +301.7% | +82.3% | +219.3% | +202.8% |
| 5Y | +473.3% | +131.9% | +341.3% | +281.4% |
| 10Y | +651.7% | +353.0% | +298.8% | +240.4% |
| All | +651.7% | +363.4% | +288.4% | +240.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling