+89.6%
PEP vs FLEX
+569.1%
-479.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +1.4% |
| 7D | +4.6% | -13.6% | +18.3% | +5.3% |
| 30D | +14.0% | -36.5% | +50.5% | +16.7% |
| 3M | +5.4% | -36.4% | +41.8% | +7.7% |
| 6M | -5.1% | -46.5% | +41.3% | -2.5% |
| YTD | +3.1% | +25.9% | -22.8% | -3.4% |
| 1Y | +4.8% | +19.6% | -14.8% | -1.4% |
| 3Y | -4.1% | +287.0% | -291.1% | -24.1% |
| 5Y | +3.0% | +466.6% | -463.7% | -24.2% |
| 10Y | +89.6% | +626.9% | -537.3% | +22.6% |
| All | +89.6% | +569.1% | -479.5% | +22.6% |
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