+424.8%
FLEX vs PH
+203.8%
+221.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | +7.5% | +4.3% | +3.1% | +4.0% |
| 30D | -25.3% | +0.1% | -25.4% | -24.6% |
| 3M | -39.7% | -9.4% | -30.3% | -34.0% |
| 6M | -47.9% | +8.8% | -56.6% | -50.5% |
| YTD | +24.1% | +9.6% | +14.5% | +17.6% |
| 1Y | +26.0% | +14.4% | +11.5% | +15.8% |
| 3Y | +282.7% | +134.5% | +148.2% | +110.1% |
| All | +424.8% | +203.8% | +221.0% | +116.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling