+766.8%
FIX vs PGR
+73.2%
+693.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | +3.5% | -2.7% | +6.2% | +2.9% |
| 30D | -3.5% | +0.7% | -4.2% | -3.1% |
| 3M | -11.8% | +7.7% | -19.5% | -10.6% |
| 6M | +17.8% | +4.3% | +13.5% | +19.3% |
| YTD | +73.3% | +0.7% | +72.6% | +75.5% |
| 1Y | +128.1% | -5.7% | +133.8% | +132.5% |
| All | +766.8% | +73.2% | +693.6% | +912.6% |
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