+234.7%
PM vs FLEX
+659.4%
-424.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +12.0% | -14.4% | -3.5% |
| 7D | -7.3% | -7.2% | -0.1% | -6.9% |
| 30D | -4.0% | -34.8% | +30.8% | -0.5% |
| 3M | +2.7% | -35.6% | +38.3% | +6.3% |
| 6M | +14.9% | -45.0% | +59.9% | +19.7% |
| YTD | +23.5% | +29.4% | -5.8% | +12.7% |
| 1Y | +30.4% | +24.8% | +5.6% | +19.2% |
| 3Y | +143.2% | +304.4% | -161.2% | +75.2% |
| 5Y | +159.5% | +484.1% | -324.6% | +70.4% |
| 10Y | +234.7% | +640.4% | -405.8% | +83.4% |
| All | +234.7% | +659.4% | -424.7% | +83.4% |
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