+154.8%
PGR vs FICO
+102.0%
+52.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -2.0% | -1.9% |
| 7D | -2.6% | -15.4% | +12.9% | -0.7% |
| 30D | -0.2% | -10.4% | +10.2% | +0.9% |
| 3M | +7.4% | -22.7% | +30.1% | +10.3% |
| 6M | +2.1% | -36.8% | +38.9% | +6.7% |
| YTD | +0.5% | -44.8% | +45.3% | +6.4% |
| 1Y | -6.9% | -39.3% | +32.4% | -2.9% |
| 3Y | +73.2% | +3.7% | +69.4% | +68.4% |
| 5Y | +154.8% | +101.7% | +53.0% | +121.1% |
| All | +154.8% | +102.0% | +52.8% | +121.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling