-6.6%
PGR vs FGI
+126.2%
-132.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.4% | -9.1% | +0.4% |
| 7D | -3.4% | +22.8% | -26.2% | -3.4% |
| 30D | +1.8% | +85.9% | -84.1% | +2.2% |
| 3M | +5.9% | +32.4% | -26.5% | +6.2% |
| 6M | +4.6% | +106.3% | -101.8% | +5.4% |
| YTD | +1.1% | +48.4% | -47.4% | +1.7% |
| 1Y | -6.6% | +116.4% | -122.9% | -5.8% |
| All | -6.6% | +126.2% | -132.8% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling