+209.3%
FXI vs PGR
+1,897.5%
-1,688.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.1% |
| 7D | -3.9% | -0.6% | -3.3% | -3.6% |
| 30D | -2.1% | +4.9% | -7.0% | -4.5% |
| 3M | -0.5% | +7.6% | -8.1% | -5.0% |
| 6M | -4.5% | +8.3% | -12.8% | -9.7% |
| YTD | -9.2% | +1.7% | -11.0% | -11.9% |
| 1Y | -13.8% | -6.8% | -6.9% | -13.0% |
| 3Y | +36.6% | +73.4% | -36.9% | -5.7% |
| 5Y | -6.7% | +161.2% | -167.9% | -52.5% |
| 10Y | +14.8% | +819.5% | -804.7% | -77.6% |
| All | +209.3% | +1,897.5% | -1,688.2% | -69.1% |
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