+19.3%
PGR vs FITB
+36.9%
-17.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +2.4% |
| 7D | +4.1% | +2.3% | +1.7% | +4.0% |
| 30D | +10.4% | +7.7% | +2.7% | +10.2% |
| 3M | +11.4% | -4.5% | +15.9% | +11.1% |
| 6M | +17.9% | +12.5% | +5.4% | +16.6% |
| YTD | +9.8% | +19.8% | -10.0% | +8.9% |
| 1Y | +19.3% | +34.1% | -14.9% | +19.7% |
| All | +19.3% | +36.9% | -17.6% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 1y: compounded portfolio wealth divided by compounded FITB 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…
1y analysis · Full analysis span regression · 6 months rolling