+42,489.9%
PGR vs FICO
+104,095.6%
-61,605.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -16.7% | +14.5% | +0.2% |
| 7D | +0.1% | -19.2% | +19.3% | +3.0% |
| 30D | +2.9% | -14.6% | +17.5% | +5.0% |
| 3M | +12.1% | -20.1% | +32.2% | +15.1% |
| 6M | +3.7% | -36.3% | +40.0% | +9.1% |
| YTD | +2.4% | -44.9% | +47.2% | +9.7% |
| 1Y | -6.4% | -38.6% | +32.3% | -1.7% |
| 3Y | +76.8% | +4.0% | +72.8% | +68.9% |
| 5Y | +154.3% | +99.5% | +54.8% | +116.5% |
| 10Y | +790.1% | +604.7% | +185.4% | +521.5% |
| All | +42,489.9% | +104,095.6% | -61,605.7% | +23,543.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling