+5,243.2%
PGR vs FLR
+579.2%
+4,664.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.6% | +0.5% |
| 7D | -0.6% | -3.5% | +2.9% | -0.1% |
| 30D | +4.9% | +4.2% | +0.8% | +4.1% |
| 3M | +7.6% | +8.1% | -0.4% | +5.4% |
| 6M | +8.3% | +21.5% | -13.3% | +3.0% |
| YTD | +1.7% | +36.8% | -35.0% | -5.5% |
| 1Y | -6.8% | +31.2% | -38.1% | -13.4% |
| 3Y | +73.4% | +53.9% | +19.6% | +49.8% |
| 5Y | +161.2% | +243.0% | -81.8% | +87.8% |
| 10Y | +819.5% | +18.8% | +800.7% | +615.6% |
| All | +5,243.2% | +579.2% | +4,664.0% | +2,548.9% |
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