+1,336.3%
FLEX vs PSX
+1,118.1%
+218.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.7% | -2.3% |
| 7D | -13.6% | -7.8% | -5.8% | -10.4% |
| 30D | -36.5% | -9.9% | -26.6% | -34.0% |
| 3M | -36.4% | +16.9% | -53.4% | -40.6% |
| 6M | -46.5% | +48.0% | -94.5% | -54.9% |
| YTD | +25.9% | +98.3% | -72.4% | -8.1% |
| 1Y | +19.6% | +86.2% | -66.6% | -10.5% |
| 3Y | +287.0% | +144.0% | +143.0% | +154.0% |
| 5Y | +466.6% | +287.7% | +178.9% | +192.4% |
| 10Y | +626.9% | +338.3% | +288.6% | +228.9% |
| All | +1,336.3% | +1,118.1% | +218.2% | +400.3% |
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 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