+2,201.8%
PG vs FLEX
+7,857.5%
-5,655.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -5.0% | -0.8% |
| 7D | -0.4% | +7.0% | -7.4% | -0.8% |
| 30D | -0.1% | -5.8% | +5.7% | +0.1% |
| 3M | +1.1% | -24.2% | +25.3% | +2.1% |
| 6M | -3.8% | +90.8% | -94.6% | -8.1% |
| YTD | +3.8% | +89.2% | -85.3% | -0.9% |
| 1Y | -5.8% | +104.7% | -110.5% | -10.7% |
| 3Y | +3.0% | +478.1% | -475.1% | -9.3% |
| 5Y | +14.5% | +726.2% | -711.7% | -2.0% |
| 10Y | +117.8% | +1,060.6% | -942.8% | +78.1% |
| All | +2,201.8% | +7,857.5% | -5,655.7% | +1,356.2% |
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 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