+21.0%
PFE vs FLEX
+281.5%
-260.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +0.2% |
| 7D | -1.7% | +7.5% | -9.2% | -1.7% |
| 30D | +0.3% | -25.3% | +25.6% | +0.3% |
| 3M | +9.4% | -39.7% | +49.1% | +9.5% |
| 6M | +14.9% | -47.9% | +62.7% | +15.0% |
| YTD | +23.8% | +24.1% | -0.3% | +20.0% |
| 1Y | +19.5% | +26.0% | -6.4% | +15.8% |
| 3Y | +21.0% | +282.7% | -261.7% | +17.8% |
| All | +21.0% | +281.5% | -260.5% | +17.8% |
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