+68,990.2%
FAST vs PGR
+41,975.3%
+27,014.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.3% |
| 7D | +1.3% | -2.6% | +3.8% | +2.3% |
| 30D | -4.7% | -0.2% | -4.5% | -4.8% |
| 3M | +7.9% | +7.4% | +0.6% | +4.2% |
| 6M | +7.4% | +2.1% | +5.3% | +5.3% |
| YTD | +25.1% | +0.5% | +24.6% | +23.0% |
| 1Y | +4.7% | -6.9% | +11.6% | +5.9% |
| 3Y | +94.7% | +73.2% | +21.5% | +49.9% |
| 5Y | +106.8% | +154.8% | -48.0% | +32.6% |
| 10Y | +507.7% | +786.4% | -278.7% | +128.2% |
| All | +68,990.2% | +41,975.3% | +27,014.9% | +6,521.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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