+449.4%
FLEX vs PFGC
+65.1%
+384.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.8% |
| 7D | -0.9% | -2.2% | +1.3% | +0.3% |
| 30D | -10.1% | -11.9% | +1.8% | -4.2% |
| 3M | -31.3% | +5.0% | -36.3% | -35.0% |
| 6M | +71.3% | +8.6% | +62.7% | +59.2% |
| YTD | +81.2% | +9.7% | +71.6% | +67.5% |
| 1Y | +98.5% | -6.3% | +104.8% | +97.5% |
| All | +449.4% | +65.1% | +384.3% | +346.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling