-6.4%
PGR vs FLUT
-65.9%
+59.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -2.1% |
| 7D | +0.1% | -1.6% | +1.8% | +0.2% |
| 30D | +2.9% | +7.7% | -4.8% | +2.4% |
| 3M | +12.1% | -0.7% | +12.8% | +11.9% |
| 6M | +3.7% | -11.2% | +14.8% | +3.5% |
| YTD | +2.4% | -53.4% | +55.8% | +3.0% |
| 1Y | -6.4% | -65.8% | +59.4% | -8.3% |
| All | -6.4% | -65.9% | +59.6% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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