+652.8%
FLEX vs PSX
+357.1%
+295.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.2% | +0.6% | +2.5% |
| 7D | +2.2% | -0.4% | +2.6% | +2.7% |
| 30D | -32.6% | -8.1% | -24.5% | -30.4% |
| 3M | -35.5% | +15.9% | -51.4% | -39.7% |
| 6M | -45.6% | +49.4% | -94.9% | -54.8% |
| YTD | +30.7% | +104.7% | -74.0% | -7.7% |
| 1Y | +28.4% | +89.1% | -60.7% | -6.1% |
| 3Y | +301.7% | +151.7% | +149.9% | +152.4% |
| 5Y | +473.3% | +298.3% | +175.0% | +176.1% |
| All | +652.8% | +357.1% | +295.8% | +227.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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