+12,471.5%
FIX vs PGR
+5,846.7%
+6,624.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.7% |
| 7D | +6.0% | +0.1% | +5.9% | +6.0% |
| 30D | -7.2% | +2.9% | -10.2% | -8.5% |
| 3M | -15.9% | +12.1% | -28.0% | -20.6% |
| 6M | +12.7% | +3.7% | +9.1% | +8.9% |
| YTD | +72.8% | +2.4% | +70.4% | +66.9% |
| 1Y | +122.9% | -6.4% | +129.3% | +121.2% |
| 3Y | +774.3% | +76.8% | +697.5% | +566.0% |
| 5Y | +2,049.5% | +154.3% | +1,895.2% | +1,294.5% |
| 10Y | +5,821.5% | +790.1% | +5,031.4% | +2,315.2% |
| All | +12,471.5% | +5,846.7% | +6,624.7% | +2,911.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling