+449.4%
FLEX vs PH
+142.4%
+307.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.7% |
| 7D | -0.9% | -3.1% | +2.2% | +1.7% |
| 30D | -10.1% | -3.2% | -6.9% | -8.0% |
| 3M | -31.3% | +10.6% | -41.9% | -36.7% |
| 6M | +71.3% | -2.1% | +73.4% | +74.1% |
| YTD | +81.2% | +10.2% | +71.1% | +68.4% |
| 1Y | +98.5% | +28.2% | +70.3% | +63.8% |
| All | +449.4% | +142.4% | +307.0% | +227.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling