+805.9%
PGR vs FICO
+651.8%
+154.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.8% |
| 7D | -3.4% | -14.1% | +10.7% | -0.9% |
| 30D | +1.8% | -7.5% | +9.3% | +2.9% |
| 3M | +5.9% | -21.3% | +27.2% | +9.9% |
| 6M | +4.6% | -25.2% | +29.8% | +8.6% |
| YTD | +1.1% | -43.2% | +44.2% | +10.3% |
| 1Y | -6.6% | -37.2% | +30.7% | -0.8% |
| 3Y | +74.2% | +6.8% | +67.4% | +59.3% |
| 5Y | +159.5% | +112.8% | +46.7% | +93.7% |
| All | +805.9% | +651.8% | +154.1% | +350.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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