-6.8%
PGR vs FIGR
-3.1%
-3.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.6% | +5.3% | +0.5% |
| 7D | -0.6% | -3.0% | +2.4% | -0.7% |
| 30D | +4.9% | +13.7% | -8.7% | +5.6% |
| 3M | +7.6% | +23.9% | -16.2% | +8.8% |
| 6M | +8.3% | -8.4% | +16.7% | +8.7% |
| YTD | +1.7% | -14.6% | +16.4% | +3.0% |
| 1Y | -6.8% | +12.1% | -18.9% | -3.8% |
| All | -6.8% | -3.1% | -3.7% | -3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling