+8,269.1%
FLEX vs PGR
+16,107.5%
-7,838.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.2% | +5.2% |
| 7D | +7.0% | -2.6% | +9.5% | +8.1% |
| 30D | -5.8% | -0.2% | -5.6% | -6.3% |
| 3M | -24.2% | +7.4% | -31.6% | -28.3% |
| 6M | +90.8% | +2.1% | +88.7% | +82.6% |
| YTD | +89.2% | +0.5% | +88.7% | +81.1% |
| 1Y | +104.7% | -6.9% | +111.7% | +101.2% |
| 3Y | +478.1% | +73.2% | +404.9% | +304.2% |
| 5Y | +726.2% | +154.8% | +571.4% | +360.0% |
| 10Y | +1,060.6% | +786.4% | +274.2% | +230.1% |
| All | +8,269.1% | +16,107.5% | -7,838.5% | +975.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling