+104.7%
FLEX vs PSX
+102.1%
+2.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.6% | +2.8% | +4.7% |
| 7D | +7.0% | +2.8% | +4.1% | +7.6% |
| 30D | -5.8% | +27.8% | -33.6% | -0.6% |
| 3M | -24.2% | +42.0% | -66.2% | -17.8% |
| 6M | +90.8% | +58.1% | +32.7% | +106.8% |
| YTD | +89.2% | +105.0% | -15.8% | +98.4% |
| 1Y | +104.7% | +104.9% | -0.2% | +117.7% |
| All | +104.7% | +102.1% | +2.6% | +117.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling