+614.8%
FLEX vs PPG
+53.9%
+560.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.1% |
| 7D | +7.5% | +0.7% | +6.7% | +7.1% |
| 30D | -25.3% | +17.6% | -42.8% | -33.7% |
| 3M | -39.7% | +7.5% | -47.1% | -43.1% |
| 6M | -47.9% | +17.6% | -65.5% | -54.3% |
| YTD | +24.1% | +22.6% | +1.5% | +4.8% |
| 1Y | +26.0% | +28.0% | -2.0% | +2.9% |
| 3Y | +282.7% | +1.8% | +280.9% | +259.7% |
| 5Y | +424.2% | -15.5% | +439.7% | +450.7% |
| All | +614.8% | +53.9% | +560.9% | +362.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling