+198.6%
PM vs FLEX
+1,059.7%
-861.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.4% | -3.2% | +0.7% |
| 7D | -1.3% | +7.0% | -8.3% | -2.0% |
| 30D | -2.6% | -5.8% | +3.2% | -2.1% |
| 3M | +5.8% | -24.2% | +30.0% | +8.1% |
| 6M | +10.6% | +90.8% | -80.2% | -1.8% |
| YTD | +17.2% | +89.2% | -72.0% | +3.7% |
| 1Y | +17.6% | +104.7% | -87.1% | +2.2% |
| 3Y | +124.3% | +478.1% | -353.8% | +56.9% |
| 5Y | +125.1% | +726.2% | -601.1% | +43.9% |
| 10Y | +198.6% | +1,060.6% | -862.0% | +52.6% |
| All | +198.6% | +1,059.7% | -861.1% | +52.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling