+8.3%
PGR vs FIGR
-11.3%
+19.5%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.6% | +5.3% | +0.3% |
| 7D | -0.6% | -3.0% | +2.4% | -0.8% |
| 30D | +4.9% | +13.7% | -8.7% | +6.3% |
| 3M | +7.6% | +23.9% | -16.2% | +10.0% |
| 6M | +8.3% | -8.4% | +16.7% | +9.5% |
| All | +8.3% | -11.3% | +19.5% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 6mo: compounded portfolio wealth divided by compounded FIGR 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…
6mo analysis · Full analysis span regression · 6 months rolling