+4,785.6%
FLEX vs PPL
+1,466.5%
+3,319.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.8% | -14.4% | -13.9% |
| 7D | -28.3% | +1.0% | -29.3% | -28.7% |
| 30D | -45.0% | +6.8% | -51.8% | -46.7% |
| 3M | -45.2% | +3.9% | -49.1% | -46.3% |
| 6M | -30.8% | -2.0% | -28.8% | -31.0% |
| YTD | +10.4% | +5.3% | +5.2% | +6.6% |
| 1Y | +2.3% | +2.2% | +0.1% | -0.2% |
| 3Y | +238.9% | +56.7% | +182.2% | +169.2% |
| 5Y | +386.0% | +49.1% | +336.9% | +292.6% |
| 10Y | +551.1% | +63.6% | +487.5% | +395.4% |
| All | +4,785.6% | +1,466.5% | +3,319.1% | +2,222.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling