+303.1%
FLEX vs PH
+139.3%
+163.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +3.0% |
| 7D | +2.2% | +6.9% | -4.6% | -3.5% |
| 30D | -32.6% | +1.7% | -34.3% | -33.0% |
| 3M | -35.5% | -8.1% | -27.3% | -29.7% |
| 6M | -45.6% | +11.5% | -57.1% | -49.9% |
| YTD | +30.7% | +11.4% | +19.3% | +20.8% |
| 1Y | +28.4% | +14.1% | +14.3% | +16.5% |
| All | +303.1% | +139.3% | +163.8% | +93.6% |
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