+778.5%
FLEX vs PFGC
+465.8%
+312.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.0% | +6.6% | +5.4% |
| 7D | -19.3% | +8.5% | -27.8% | -23.0% |
| 30D | -41.5% | +15.0% | -56.5% | -45.7% |
| 3M | -43.1% | -6.2% | -36.9% | -42.7% |
| 6M | -48.2% | +15.7% | -64.0% | -52.5% |
| YTD | +15.5% | +19.6% | -4.1% | +4.8% |
| 1Y | +10.2% | +13.2% | -3.0% | +2.1% |
| 3Y | +256.8% | +77.0% | +179.9% | +174.1% |
| 5Y | +408.2% | +121.5% | +286.7% | +248.0% |
| 10Y | +580.8% | +354.5% | +226.3% | +215.9% |
| All | +778.5% | +465.8% | +312.7% | +286.9% |
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