+10,965.4%
PGR vs FDS
+8,778.1%
+2,187.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +1.1% |
| 7D | -2.7% | -8.8% | +6.1% | -0.4% |
| 30D | +0.7% | -1.4% | +2.1% | +1.0% |
| 3M | +7.7% | +13.9% | -6.2% | +3.8% |
| 6M | +4.3% | +27.4% | -23.1% | -3.1% |
| YTD | +0.7% | -2.5% | +3.2% | -0.6% |
| 1Y | -5.7% | -23.8% | +18.1% | -1.4% |
| 3Y | +73.7% | -32.5% | +106.1% | +85.7% |
| 5Y | +158.4% | -23.2% | +181.6% | +164.2% |
| 10Y | +810.5% | +76.4% | +734.1% | +643.9% |
| All | +10,965.4% | +8,778.1% | +2,187.3% | +4,141.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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