+1,836.4%
PFE vs FLEX
+5,338.2%
-3,501.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -2.0% |
| 7D | -2.1% | +17.1% | -19.2% | -3.6% |
| 30D | +3.1% | -29.5% | +32.7% | +5.8% |
| 3M | +11.2% | -37.3% | +48.4% | +15.0% |
| 6M | +15.0% | -44.1% | +59.1% | +19.4% |
| YTD | +23.5% | +29.3% | -5.8% | +16.8% |
| 1Y | +18.9% | +24.2% | -5.3% | +12.8% |
| 3Y | +18.7% | +297.3% | -278.6% | -1.4% |
| 5Y | -24.0% | +446.2% | -470.2% | -39.5% |
| 10Y | +47.5% | +643.7% | -596.1% | +9.1% |
| All | +1,836.4% | +5,338.2% | -3,501.7% | +955.8% |
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 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