+86.1%
FLEX vs PFGC
-9.2%
+95.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.5% |
| 7D | +0.1% | -4.8% | +5.0% | +2.6% |
| 30D | -11.8% | -17.2% | +5.4% | -3.0% |
| 3M | -22.6% | -6.3% | -16.2% | -22.9% |
| 6M | +77.3% | +8.8% | +68.5% | +57.6% |
| YTD | +78.8% | +4.9% | +73.8% | +65.4% |
| 1Y | +86.1% | -9.5% | +95.6% | +70.6% |
| All | +86.1% | -9.2% | +95.3% | +70.6% |
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