+25.0%
FLEX vs PPG
+38.5%
-13.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +5.0% | -17.3% | -14.8% |
| 7D | -17.0% | +7.5% | -24.4% | -20.7% |
| 30D | -33.8% | +20.9% | -54.7% | -41.3% |
| 3M | -39.0% | +8.7% | -47.8% | -42.4% |
| 6M | -15.9% | +23.8% | -39.7% | -26.9% |
| YTD | +27.8% | +26.5% | +1.3% | +4.4% |
| 1Y | +25.0% | +37.6% | -12.6% | -1.5% |
| All | +25.0% | +38.5% | -13.5% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling