+494.2%
FIX vs PGR
+60.0%
+434.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.3% |
| 7D | +9.4% | +3.5% | +5.9% | +10.5% |
| 30D | -27.8% | +10.5% | -38.2% | -25.8% |
| 3M | -35.6% | +12.9% | -48.5% | -33.3% |
| 6M | -45.2% | +20.4% | -65.7% | -43.0% |
| YTD | +19.5% | +10.3% | +9.2% | +24.2% |
| 1Y | +24.2% | +12.5% | +11.7% | +29.0% |
| 3Y | +494.2% | +59.3% | +434.9% | +608.7% |
| All | +494.2% | +60.0% | +434.2% | +608.7% |
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