+22.8%
FLEX vs PFGC
+12.0%
+10.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +4.0% | +8.1% | +11.0% |
| 7D | -7.2% | +10.8% | -18.0% | -9.2% |
| 30D | -34.8% | +17.8% | -52.6% | -38.4% |
| 3M | -35.6% | -2.7% | -32.9% | -32.2% |
| 6M | -45.0% | +20.0% | -65.0% | -52.4% |
| YTD | +29.4% | +24.3% | +5.1% | +11.2% |
| All | +22.8% | +12.0% | +10.8% | +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