-6.8%
PGR vs FANG
+52.7%
-59.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -0.6% | +2.9% | -3.5% | -0.6% |
| 30D | +4.9% | +2.6% | +2.3% | +4.9% |
| 3M | +7.6% | +7.6% | +0.1% | +7.4% |
| 6M | +8.3% | +17.3% | -9.1% | +7.4% |
| YTD | +1.7% | +38.7% | -36.9% | +0.3% |
| 1Y | -6.8% | +51.6% | -58.5% | -8.8% |
| All | -6.8% | +52.7% | -59.5% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling