+725.7%
FLEX vs PPG
-20.0%
+745.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | 0.0% |
| 7D | +6.4% | -3.7% | +10.1% | +8.8% |
| 30D | -5.9% | -7.2% | +1.3% | -1.6% |
| 3M | -23.5% | -7.3% | -16.1% | -20.4% |
| 6M | +83.7% | +0.3% | +83.5% | +82.1% |
| YTD | +86.5% | +6.5% | +80.0% | +75.9% |
| 1Y | +100.5% | +0.5% | +100.0% | +94.8% |
| 3Y | +469.8% | -15.3% | +485.1% | +505.6% |
| 5Y | +725.7% | -22.9% | +748.5% | +777.0% |
| All | +725.7% | -20.0% | +745.6% | +777.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling