+682.3%
PG vs FLR
+579.2%
+103.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.5% |
| 7D | -0.8% | -3.5% | +2.7% | -0.6% |
| 30D | +0.8% | +4.2% | -3.3% | +0.5% |
| 3M | -1.3% | +8.1% | -9.4% | -2.2% |
| 6M | -3.8% | +21.5% | -25.3% | -5.7% |
| YTD | +3.6% | +36.8% | -33.1% | +0.6% |
| 1Y | -5.7% | +31.2% | -36.9% | -8.4% |
| 3Y | +1.6% | +53.9% | -52.3% | -4.4% |
| 5Y | +14.6% | +243.0% | -228.4% | -0.6% |
| 10Y | +121.2% | +18.8% | +102.4% | +101.7% |
| All | +682.3% | +579.2% | +103.0% | +488.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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