+76.6%
PEP vs FLEX
+1,059.7%
-983.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.8% | +0.3% |
| 7D | +0.1% | +7.0% | -6.9% | -0.4% |
| 30D | +0.7% | -5.8% | +6.5% | +1.0% |
| 3M | -0.5% | -24.2% | +23.7% | +0.9% |
| 6M | -11.3% | +90.8% | -102.1% | -18.4% |
| YTD | -0.6% | +89.2% | -89.8% | -8.7% |
| 1Y | +1.7% | +104.7% | -103.1% | -7.8% |
| 3Y | -12.5% | +478.1% | -490.6% | -32.2% |
| 5Y | +3.9% | +726.2% | -722.3% | -25.0% |
| 10Y | +76.6% | +1,060.6% | -984.0% | +9.1% |
| All | +76.6% | +1,059.7% | -983.1% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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