+77,510.7%
FAST vs PGR
+46,085.6%
+31,425.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.8% | -0.7% |
| 7D | +4.2% | +3.5% | +0.6% | +2.7% |
| 30D | +6.7% | +10.5% | -3.8% | +2.5% |
| 3M | +8.0% | +12.9% | -4.9% | +2.5% |
| 6M | +27.4% | +20.4% | +7.0% | +17.0% |
| YTD | +40.5% | +10.3% | +30.2% | +32.9% |
| 1Y | +38.4% | +12.5% | +25.8% | +29.6% |
| 3Y | +98.7% | +59.3% | +39.4% | +58.6% |
| 5Y | +106.7% | +173.9% | -67.2% | +28.7% |
| 10Y | +545.1% | +837.6% | -292.5% | +136.4% |
| All | +77,510.7% | +46,085.6% | +31,425.1% | +7,051.2% |
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