+117.4%
PM vs FLEX
+657.3%
-539.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.0% |
| 7D | -4.9% | -0.9% | -4.0% | -4.9% |
| 30D | -3.4% | -10.1% | +6.8% | -3.3% |
| 3M | +5.2% | -31.3% | +36.5% | +6.1% |
| 6M | +3.7% | +71.3% | -67.6% | -0.6% |
| YTD | +15.8% | +81.2% | -65.5% | +10.3% |
| 1Y | +17.4% | +98.5% | -81.1% | +10.6% |
| 3Y | +116.9% | +428.2% | -311.3% | +77.1% |
| All | +117.4% | +657.3% | -539.9% | +64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling