+73.4%
PGR vs FLUT
-42.2%
+115.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.6% |
| 7D | -0.6% | +0.4% | -1.1% | -0.6% |
| 30D | +4.9% | +2.5% | +2.4% | +4.7% |
| 3M | +7.6% | -9.2% | +16.9% | +7.8% |
| 6M | +8.3% | -8.2% | +16.5% | +8.3% |
| YTD | +1.7% | -53.2% | +55.0% | +4.3% |
| 1Y | -6.8% | -65.6% | +58.7% | -3.5% |
| 3Y | +73.4% | -43.6% | +117.0% | +80.7% |
| All | +73.4% | -42.2% | +115.7% | +80.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling