+1,115.5%
FLEX vs PGR
+825.1%
+290.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.7% | +6.5% | +7.1% |
| 7D | +5.7% | -0.6% | +6.3% | +5.8% |
| 30D | -7.0% | +4.9% | -12.0% | -8.0% |
| 3M | -23.8% | +7.6% | -31.5% | -25.8% |
| 6M | +82.6% | +8.3% | +74.4% | +76.8% |
| YTD | +91.6% | +1.7% | +89.9% | +87.7% |
| 1Y | +100.6% | -6.8% | +107.4% | +100.8% |
| 3Y | +479.8% | +73.4% | +406.3% | +351.5% |
| 5Y | +746.5% | +161.2% | +585.3% | +436.2% |
| All | +1,115.5% | +825.1% | +290.4% | +478.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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