+4,798.6%
PGR vs FE
+556.9%
+4,241.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.2% | -1.6% |
| 7D | -2.6% | +0.6% | -3.2% | -2.8% |
| 30D | -0.2% | -2.1% | +1.9% | +0.6% |
| 3M | +7.4% | +2.6% | +4.7% | +6.3% |
| 6M | +2.1% | -6.8% | +8.9% | +4.6% |
| YTD | +0.5% | +6.9% | -6.4% | -2.3% |
| 1Y | -6.9% | +11.6% | -18.5% | -11.0% |
| 3Y | +73.2% | +47.7% | +25.5% | +47.8% |
| 5Y | +154.8% | +46.2% | +108.6% | +116.1% |
| 10Y | +786.4% | +109.2% | +677.2% | +518.5% |
| All | +4,798.6% | +556.9% | +4,241.7% | +1,869.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling