+10.5%
PFE vs FLEX
+70.9%
-60.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.8% | -1.2% |
| 7D | +1.8% | -0.9% | +2.6% | +1.7% |
| 30D | +10.2% | -10.1% | +20.4% | +10.0% |
| 3M | +12.7% | -31.3% | +44.0% | +12.2% |
| 6M | +10.5% | +71.3% | -60.7% | +8.6% |
| All | +10.5% | +70.9% | -60.4% | +8.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling