+843.8%
PM vs FLEX
+876.7%
-32.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.6% | -6.4% | -2.4% |
| 7D | -5.2% | -19.3% | +14.1% | -2.9% |
| 30D | +2.7% | -41.5% | +44.2% | +9.0% |
| 3M | +6.1% | -43.1% | +49.2% | +12.6% |
| 6M | +18.0% | -48.2% | +66.2% | +25.1% |
| YTD | +26.6% | +15.5% | +11.1% | +17.2% |
| 1Y | +36.7% | +10.2% | +26.5% | +27.1% |
| 3Y | +146.0% | +256.8% | -110.8% | +83.1% |
| 5Y | +164.1% | +408.2% | -244.1% | +81.9% |
| 10Y | +238.8% | +580.8% | -342.0% | +106.0% |
| All | +843.8% | +876.7% | -32.9% | +444.1% |
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