-79.9%
FIG vs PGR
-4.1%
-75.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.1% | +4.6% |
| 7D | -3.8% | -0.6% | -3.2% | -3.6% |
| 30D | -2.3% | +4.9% | -7.3% | -4.1% |
| 3M | +20.0% | +7.6% | +12.3% | +19.5% |
| 6M | -16.7% | +8.3% | -24.9% | -17.1% |
| YTD | -37.9% | +1.7% | -39.7% | -39.3% |
| 1Y | -58.5% | -6.8% | -51.7% | -62.0% |
| All | -79.9% | -4.1% | -75.8% | -81.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling