+663.2%
FLEX vs PPL
+39.5%
+623.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -0.9% | +2.7% | -3.6% | -1.5% |
| 30D | -10.1% | +0.5% | -10.6% | -10.2% |
| 3M | -31.3% | +0.7% | -32.0% | -31.7% |
| 6M | +71.3% | -7.6% | +78.9% | +74.2% |
| YTD | +81.2% | +1.8% | +79.4% | +78.5% |
| 1Y | +98.5% | -0.8% | +99.3% | +97.0% |
| 3Y | +428.2% | +56.9% | +371.4% | +315.4% |
| All | +663.2% | +39.5% | +623.7% | +526.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling