+1,311.2%
FERG vs PGR
+1,996.8%
-685.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | -2.6% | -0.6% | -2.0% | -2.5% |
| 30D | -8.9% | +4.9% | -13.8% | -9.4% |
| 3M | -2.0% | +7.6% | -9.7% | -2.9% |
| 6M | -3.2% | +8.3% | -11.4% | -4.2% |
| YTD | +1.5% | +1.7% | -0.2% | +1.0% |
| 1Y | +0.5% | -6.8% | +7.3% | +0.9% |
| 3Y | +50.4% | +73.4% | -23.0% | +39.8% |
| 5Y | +68.7% | +161.2% | -92.5% | +49.8% |
| 10Y | +351.3% | +819.5% | -468.2% | +254.1% |
| All | +1,311.2% | +1,996.8% | -685.6% | +974.8% |
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