+3,476.7%
PGR vs FFIV
+7,795.2%
-4,318.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.6% | -0.1% |
| 7D | -2.7% | +3.5% | -6.1% | -3.0% |
| 30D | +0.7% | -1.3% | +2.0% | +0.8% |
| 3M | +7.7% | +2.4% | +5.3% | +7.3% |
| 6M | +4.3% | +41.8% | -37.5% | +0.3% |
| YTD | +0.7% | +58.5% | -57.8% | -4.3% |
| 1Y | -5.7% | +24.3% | -30.0% | -8.3% |
| 3Y | +73.7% | +152.0% | -78.4% | +56.3% |
| 5Y | +158.4% | +99.1% | +59.3% | +136.4% |
| 10Y | +810.5% | +242.8% | +567.8% | +681.6% |
| All | +3,476.7% | +7,795.2% | -4,318.5% | +2,012.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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