+1,000.1%
FLEX vs PPL
+54.8%
+945.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -0.9% | +2.7% | -3.6% | -2.1% |
| 30D | -10.1% | +0.5% | -10.6% | -10.4% |
| 3M | -31.3% | +0.7% | -32.0% | -32.0% |
| 6M | +71.3% | -7.6% | +78.9% | +76.0% |
| YTD | +81.2% | +1.8% | +79.4% | +77.3% |
| 1Y | +98.5% | -0.8% | +99.3% | +96.1% |
| 3Y | +428.2% | +56.9% | +371.4% | +295.8% |
| 5Y | +657.3% | +39.5% | +617.7% | +501.6% |
| All | +1,000.1% | +54.8% | +945.3% | +702.1% |
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