+626.9%
FLEX vs PPL
+65.3%
+561.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.7% | -2.7% |
| 7D | -13.6% | 0.0% | -13.7% | -13.7% |
| 30D | -36.5% | +4.3% | -40.8% | -38.0% |
| 3M | -36.4% | +2.9% | -39.4% | -37.5% |
| 6M | -46.5% | +1.1% | -47.6% | -47.3% |
| YTD | +25.9% | +4.5% | +21.5% | +21.2% |
| 1Y | +19.6% | +0.1% | +19.5% | +17.4% |
| 3Y | +287.0% | +55.7% | +231.3% | +190.9% |
| 5Y | +466.6% | +47.6% | +419.0% | +334.5% |
| 10Y | +626.9% | +66.8% | +560.1% | +412.8% |
| All | +626.9% | +65.3% | +561.6% | +412.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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