+1,060.6%
FLEX vs PFGC
+273.4%
+787.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.9% | +6.2% | +5.2% |
| 7D | +7.0% | -2.4% | +9.4% | +8.0% |
| 30D | -5.8% | -15.8% | +10.0% | +1.0% |
| 3M | -24.2% | -0.6% | -23.6% | -24.8% |
| 6M | +90.8% | +10.7% | +80.1% | +81.8% |
| YTD | +89.2% | +7.6% | +81.6% | +81.9% |
| 1Y | +104.7% | -7.8% | +112.5% | +109.1% |
| 3Y | +478.1% | +63.7% | +414.4% | +362.0% |
| 5Y | +726.2% | +112.3% | +613.9% | +478.3% |
| 10Y | +1,060.6% | +286.7% | +773.9% | +464.8% |
| All | +1,060.6% | +273.4% | +787.2% | +464.8% |
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