+137.2%
PGR vs FGI
-74.8%
+212.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -25.2% | +25.3% | +0.2% |
| 7D | +3.5% | -14.4% | +17.9% | +3.6% |
| 30D | +10.5% | -11.8% | +22.2% | +10.5% |
| 3M | +12.9% | -46.2% | +59.2% | +13.1% |
| 6M | +20.4% | +5.2% | +15.3% | +20.2% |
| YTD | +10.3% | +10.5% | -0.3% | +9.8% |
| 1Y | +12.5% | +25.5% | -13.0% | +11.7% |
| 3Y | +59.3% | -16.0% | +75.3% | +57.0% |
| All | +137.2% | -74.8% | +212.0% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling