+172.1%
PGR vs FICO
+88.0%
+84.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -0.5% | +4.0% | -4.5% | -1.0% |
| 30D | +6.0% | -1.5% | +7.5% | +6.0% |
| 3M | +10.0% | -29.8% | +39.8% | +13.5% |
| 6M | +18.7% | -33.3% | +52.0% | +22.9% |
| YTD | +9.2% | -56.9% | +66.1% | +18.0% |
| 1Y | +13.1% | -59.5% | +72.6% | +23.0% |
| 3Y | +59.2% | -26.9% | +86.1% | +60.0% |
| 5Y | +172.1% | +92.9% | +79.2% | +130.3% |
| All | +172.1% | +88.0% | +84.2% | +130.3% |
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