+3,741.2%
PGR vs FIS
+331.2%
+3,410.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +1.4% |
| 7D | -2.7% | -9.1% | +6.4% | +0.5% |
| 30D | +0.7% | -10.4% | +11.2% | +4.4% |
| 3M | +7.7% | -3.7% | +11.4% | +8.6% |
| 6M | +4.3% | -24.8% | +29.1% | +13.8% |
| YTD | +0.7% | -41.6% | +42.3% | +19.3% |
| 1Y | -5.7% | -42.7% | +37.1% | +12.2% |
| 3Y | +73.7% | -26.2% | +99.9% | +83.3% |
| 5Y | +158.4% | -66.1% | +224.5% | +242.3% |
| 10Y | +810.5% | -40.9% | +851.4% | +829.6% |
| All | +3,741.2% | +331.2% | +3,410.0% | +1,788.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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