+1,278.7%
FLEX vs PFGC
+419.1%
+859.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | -0.9% | -2.2% | +1.3% | 0.0% |
| 30D | -10.1% | -11.9% | +1.8% | -5.6% |
| 3M | -31.3% | +5.0% | -36.3% | -33.4% |
| 6M | +71.3% | +8.6% | +62.7% | +64.8% |
| YTD | +81.2% | +9.7% | +71.6% | +73.2% |
| 1Y | +98.5% | -6.3% | +104.8% | +101.4% |
| 3Y | +428.2% | +58.2% | +370.0% | +330.8% |
| 5Y | +657.3% | +110.4% | +546.8% | +437.5% |
| 10Y | +995.9% | +272.8% | +723.2% | +447.2% |
| All | +1,278.7% | +419.1% | +859.6% | +539.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling