+18.8%
PGR vs FLNC
-74.3%
+93.1%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -15.9% | +15.2% | -1.3% |
| 7D | +1.3% | -16.3% | +17.6% | +0.7% |
| 30D | +10.0% | -36.6% | +46.5% | +8.3% |
| 3M | +9.6% | -64.2% | +73.8% | +5.7% |
| 6M | +18.0% | -59.9% | +77.8% | +14.3% |
| YTD | +9.0% | -74.2% | +83.2% | +4.2% |
| 1Y | +18.8% | -75.4% | +94.2% | +13.5% |
| All | +18.8% | -74.3% | +93.1% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 1y: compounded portfolio wealth divided by compounded FLNC 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…
1y analysis · Full analysis span regression · 6 months rolling