-3.4%
PEP vs FLEX
+281.5%
-284.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.0% | +6.3% | +1.9% |
| 7D | +2.9% | +7.5% | -4.6% | +3.5% |
| 30D | +12.5% | -25.3% | +37.8% | +10.8% |
| 3M | +4.5% | -39.7% | +44.2% | +1.8% |
| 6M | -0.5% | -47.9% | +47.4% | -3.4% |
| YTD | +4.4% | +24.1% | -19.7% | +4.9% |
| 1Y | +4.4% | +26.0% | -21.6% | +5.1% |
| 3Y | -3.4% | +282.7% | -286.1% | +4.5% |
| All | -3.4% | +281.5% | -284.9% | +4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling