+1,638.6%
PEP vs FLEX
+7,523.3%
-5,884.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.7% |
| 7D | -1.4% | -0.9% | -0.5% | -1.4% |
| 30D | +0.2% | -10.1% | +10.4% | +0.7% |
| 3M | -1.1% | -31.3% | +30.2% | +0.4% |
| 6M | -13.5% | +71.3% | -84.8% | -17.1% |
| YTD | -1.2% | +81.2% | -82.4% | -5.8% |
| 1Y | -1.6% | +98.5% | -100.0% | -6.8% |
| 3Y | -12.5% | +428.2% | -440.8% | -22.9% |
| 5Y | +3.0% | +657.3% | -654.2% | -11.7% |
| 10Y | +73.9% | +995.9% | -922.0% | +42.1% |
| All | +1,638.6% | +7,523.3% | -5,884.7% | +1,103.3% |
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