+86.1%
FLEX vs PPG
-0.6%
+86.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.2% | -3.1% |
| 7D | +0.1% | -5.1% | +5.3% | +2.9% |
| 30D | -11.8% | -9.6% | -2.2% | -6.9% |
| 3M | -22.6% | -6.4% | -16.1% | -20.7% |
| 6M | +77.3% | +0.5% | +76.8% | +73.4% |
| YTD | +78.8% | +4.4% | +74.3% | +71.1% |
| 1Y | +86.1% | -0.9% | +87.0% | +77.9% |
| All | +86.1% | -0.6% | +86.7% | +77.9% |
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 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