+5.9%
PGR vs FBTC
+25.3%
-19.4%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.8% | +0.3% |
| 7D | -3.4% | -5.8% | +2.4% | -3.4% |
| 30D | +1.8% | +21.4% | -19.6% | +3.2% |
| 3M | +5.9% | +24.5% | -18.5% | +7.6% |
| All | +5.9% | +25.3% | -19.4% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 3mo: compounded portfolio wealth divided by compounded FBTC 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…
3mo analysis · Full analysis span regression · Available span rolling