+14.3%
PFE vs FLEX
+254.3%
-240.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.6% | -6.2% | -1.6% |
| 7D | -3.7% | -19.3% | +15.6% | -3.8% |
| 30D | +5.0% | -41.5% | +46.5% | +5.0% |
| 3M | +12.2% | -43.1% | +55.3% | +12.2% |
| 6M | +14.6% | -48.2% | +62.8% | +14.5% |
| YTD | +24.1% | +15.5% | +8.6% | +20.3% |
| 1Y | +26.6% | +10.2% | +16.4% | +22.8% |
| 3Y | +14.3% | +256.8% | -242.5% | +10.2% |
| All | +14.3% | +254.3% | -240.0% | +10.2% |
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