+1,217.2%
FLEX vs PSX
+1,093.9%
+123.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +4.8% |
| 7D | -19.3% | -13.1% | -6.2% | -14.5% |
| 30D | -41.5% | -9.5% | -32.0% | -39.4% |
| 3M | -43.1% | +20.2% | -63.3% | -47.5% |
| 6M | -48.2% | +44.9% | -93.1% | -56.1% |
| YTD | +15.5% | +94.4% | -78.9% | -15.1% |
| 1Y | +10.2% | +83.1% | -72.8% | -17.0% |
| 3Y | +256.8% | +132.2% | +124.7% | +138.6% |
| 5Y | +408.2% | +278.8% | +129.4% | +164.3% |
| 10Y | +580.9% | +354.2% | +226.7% | +204.5% |
| All | +1,217.2% | +1,093.9% | +123.3% | +361.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling