+7,917.6%
FLEX vs PH
+14,116.8%
-6,199.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | -0.9% | -3.1% | +2.2% | +1.2% |
| 30D | -10.1% | -3.2% | -6.9% | -8.4% |
| 3M | -31.3% | +10.6% | -41.9% | -35.6% |
| 6M | +71.3% | -2.1% | +73.4% | +75.0% |
| YTD | +81.2% | +10.2% | +71.1% | +71.4% |
| 1Y | +98.5% | +28.2% | +70.3% | +69.5% |
| 3Y | +428.2% | +134.9% | +293.4% | +204.5% |
| 5Y | +657.3% | +253.6% | +403.6% | +231.0% |
| 10Y | +995.9% | +804.7% | +191.2% | +156.0% |
| All | +7,917.6% | +14,116.8% | -6,199.1% | +353.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling