+41,953.0%
PGR vs FHN
+1,810.5%
+40,142.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | -3.4% | -0.8% | -2.6% | -3.2% |
| 30D | +1.8% | -2.6% | +4.4% | +2.5% |
| 3M | +5.9% | +0.8% | +5.1% | +5.6% |
| 6M | +4.6% | +9.2% | -4.7% | +1.7% |
| YTD | +1.1% | +5.1% | -4.1% | -0.9% |
| 1Y | -6.6% | +12.2% | -18.8% | -10.4% |
| 3Y | +74.2% | +132.4% | -58.2% | +31.0% |
| 5Y | +159.5% | +91.1% | +68.4% | +93.0% |
| 10Y | +813.4% | +128.5% | +684.9% | +472.9% |
| All | +41,953.0% | +1,810.5% | +40,142.5% | +11,493.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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