+565.2%
FLEX vs PPL
+62.0%
+503.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.1% | +4.8% |
| 7D | -19.3% | +0.4% | -19.7% | -19.6% |
| 30D | -41.5% | +5.4% | -47.0% | -43.2% |
| 3M | -43.1% | +4.3% | -47.4% | -44.4% |
| 6M | -48.2% | -1.3% | -46.9% | -48.4% |
| YTD | +15.5% | +4.7% | +10.8% | +11.1% |
| 1Y | +10.2% | +1.3% | +9.0% | +7.7% |
| 3Y | +256.8% | +57.2% | +199.6% | +166.9% |
| 5Y | +408.2% | +48.2% | +359.9% | +289.2% |
| All | +565.2% | +62.0% | +503.1% | +372.0% |
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