+159.5%
PGR vs FE
+47.9%
+111.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -3.4% | -1.7% | -1.8% | -2.9% |
| 30D | +1.8% | -1.3% | +3.1% | +2.2% |
| 3M | +5.9% | +0.6% | +5.3% | +5.7% |
| 6M | +4.6% | -6.8% | +11.4% | +6.9% |
| YTD | +1.1% | +6.4% | -5.3% | -1.3% |
| 1Y | -6.6% | +11.3% | -17.8% | -10.2% |
| 3Y | +74.2% | +47.1% | +27.1% | +50.9% |
| 5Y | +159.5% | +50.4% | +109.1% | +121.0% |
| All | +159.5% | +47.9% | +111.6% | +121.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 5y: compounded portfolio wealth divided by compounded FE 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…
5y analysis · Full analysis span regression · 6 months rolling