+51.7%
PFE vs FLEX
+645.9%
-594.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.8% | -3.5% | 0.0% |
| 7D | -3.0% | +2.2% | -5.2% | -3.2% |
| 30D | +5.2% | -32.6% | +37.9% | +8.1% |
| 3M | +12.2% | -35.5% | +47.7% | +15.5% |
| 6M | +17.8% | -45.6% | +63.4% | +22.2% |
| YTD | +26.2% | +30.7% | -4.5% | +17.8% |
| 1Y | +23.2% | +28.4% | -5.2% | +15.0% |
| 3Y | +21.3% | +301.7% | -280.4% | -4.0% |
| 5Y | -23.1% | +473.3% | -496.4% | -42.8% |
| All | +51.7% | +645.9% | -594.2% | +6.1% |
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