+7,917.6%
FLEX vs PPG
+1,152.8%
+6,764.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +0.4% |
| 7D | -0.9% | -1.5% | +0.6% | +0.1% |
| 30D | -10.1% | -5.0% | -5.2% | -7.2% |
| 3M | -31.3% | +1.1% | -32.5% | -32.5% |
| 6M | +71.3% | -3.2% | +74.4% | +74.2% |
| YTD | +81.2% | +11.9% | +69.4% | +65.5% |
| 1Y | +98.5% | +5.3% | +93.2% | +87.2% |
| 3Y | +428.2% | -15.0% | +443.2% | +468.1% |
| 5Y | +657.3% | -19.6% | +676.9% | +723.5% |
| 10Y | +995.9% | +27.0% | +968.9% | +751.4% |
| All | +7,917.6% | +1,152.8% | +6,764.9% | +1,577.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling