-3.7%
FISV vs PGR
+21.4%
-25.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.5% | +3.8% | +5.3% |
| 7D | +29.6% | +4.1% | +25.6% | +27.5% |
| 30D | +34.5% | +10.4% | +24.0% | +29.3% |
| 3M | +11.2% | +11.4% | -0.2% | +6.5% |
| 6M | -1.2% | +17.9% | -19.1% | -7.7% |
| YTD | -7.6% | +9.8% | -17.4% | -11.9% |
| 1Y | -3.7% | +19.3% | -23.0% | -9.5% |
| All | -3.7% | +21.4% | -25.1% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling