+41,818.8%
PGR vs FITB
+2,819.0%
+38,999.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -2.7% | -0.4% | -2.3% | -2.6% |
| 30D | +0.7% | -5.1% | +5.9% | +2.0% |
| 3M | +7.7% | +3.5% | +4.2% | +6.5% |
| 6M | +4.3% | +17.2% | -12.9% | -0.3% |
| YTD | +0.7% | +17.6% | -16.9% | -4.1% |
| 1Y | -5.7% | +23.4% | -29.0% | -11.5% |
| 3Y | +73.7% | +129.7% | -56.1% | +35.7% |
| 5Y | +158.4% | +68.4% | +90.0% | +113.8% |
| 10Y | +810.5% | +285.6% | +524.9% | +459.1% |
| All | +41,818.8% | +2,819.0% | +38,999.8% | +13,397.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling