+1,783.4%
PFE vs FLEX
+7,523.3%
-5,739.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.8% | -1.4% |
| 7D | +1.8% | -0.9% | +2.6% | +1.8% |
| 30D | +10.2% | -10.1% | +20.4% | +11.2% |
| 3M | +12.7% | -31.3% | +44.0% | +15.9% |
| 6M | +10.5% | +71.3% | -60.7% | +2.9% |
| YTD | +20.2% | +81.2% | -61.1% | +11.0% |
| 1Y | +24.1% | +98.5% | -74.4% | +13.3% |
| 3Y | -3.6% | +428.2% | -431.8% | -21.4% |
| 5Y | -20.9% | +657.3% | -678.1% | -38.5% |
| 10Y | +35.8% | +995.9% | -960.1% | -2.4% |
| All | +1,783.4% | +7,523.3% | -5,739.9% | +903.3% |
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