+1,702.8%
PEP vs FLEX
+4,545.3%
-2,842.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -13.6% | +13.8% | +0.9% |
| 7D | +6.7% | -28.3% | +35.0% | +8.3% |
| 30D | +13.5% | -45.0% | +58.5% | +16.6% |
| 3M | +3.9% | -45.2% | +49.2% | +6.7% |
| 6M | -6.0% | -30.8% | +24.8% | -5.7% |
| YTD | +2.5% | +10.4% | -8.0% | -0.2% |
| 1Y | +3.9% | +2.3% | +1.7% | +1.6% |
| 3Y | -4.7% | +238.9% | -243.5% | -14.4% |
| 5Y | +1.1% | +386.0% | -384.9% | -11.8% |
| 10Y | +83.8% | +551.1% | -467.3% | +53.6% |
| All | +1,702.8% | +4,545.3% | -2,842.5% | +1,174.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling