-45.2%
FIX vs PGR
+20.0%
-65.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.3% |
| 7D | +9.4% | +3.5% | +5.9% | +12.8% |
| 30D | -27.8% | +10.5% | -38.2% | -21.1% |
| 3M | -35.6% | +12.9% | -48.5% | -27.5% |
| 6M | -45.2% | +20.4% | -65.7% | -33.3% |
| All | -45.2% | +20.0% | -65.2% | -33.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling