+386.0%
FLEX vs PPL
+47.7%
+338.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.8% | -14.4% | -13.8% |
| 7D | -28.3% | +1.0% | -29.3% | -28.5% |
| 30D | -45.0% | +6.8% | -51.8% | -45.9% |
| 3M | -45.2% | +3.9% | -49.1% | -45.8% |
| 6M | -30.8% | -2.0% | -28.8% | -30.7% |
| YTD | +10.4% | +5.3% | +5.2% | +7.8% |
| 1Y | +2.3% | +2.2% | +0.1% | +0.8% |
| 3Y | +238.9% | +56.7% | +182.2% | +169.3% |
| 5Y | +386.0% | +49.1% | +336.9% | +292.7% |
| All | +386.0% | +47.7% | +338.3% | +292.7% |
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