+8,592.5%
FIX vs PGR
+6,306.9%
+2,285.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +9.4% | +3.5% | +5.9% | +8.2% |
| 30D | -27.8% | +10.5% | -38.2% | -30.5% |
| 3M | -35.6% | +12.9% | -48.5% | -38.7% |
| 6M | -45.2% | +20.4% | -65.7% | -49.9% |
| YTD | +19.5% | +10.3% | +9.2% | +11.8% |
| 1Y | +24.2% | +12.5% | +11.7% | +15.2% |
| 3Y | +494.2% | +59.3% | +434.9% | +371.1% |
| 5Y | +1,036.1% | +173.9% | +862.3% | +614.0% |
| 10Y | +3,599.0% | +837.6% | +2,761.4% | +1,374.1% |
| All | +8,592.5% | +6,306.9% | +2,285.5% | +1,916.8% |
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