+565.2%
FLEX vs PH
+759.6%
-194.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.9% | +1.7% | +2.4% |
| 7D | -19.3% | +2.0% | -21.3% | -20.2% |
| 30D | -41.5% | -3.7% | -37.9% | -39.4% |
| 3M | -43.1% | -14.0% | -29.1% | -35.6% |
| 6M | -48.2% | +2.1% | -50.3% | -48.4% |
| YTD | +15.5% | +5.1% | +10.4% | +13.3% |
| 1Y | +10.2% | +10.9% | -0.7% | +3.9% |
| 3Y | +256.8% | +132.9% | +123.9% | +95.8% |
| 5Y | +408.2% | +200.1% | +208.1% | +125.2% |
| All | +565.2% | +759.6% | -194.4% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling