+805.9%
PGR vs FN
+927.1%
-121.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.4% |
| 7D | -3.4% | +2.3% | -5.7% | -3.5% |
| 30D | +1.8% | -23.2% | +25.0% | +2.6% |
| 3M | +5.9% | -30.4% | +36.3% | +6.9% |
| 6M | +4.6% | -25.6% | +30.2% | +4.5% |
| YTD | +1.1% | -11.3% | +12.3% | -0.6% |
| 1Y | -6.6% | +8.4% | -15.0% | -9.9% |
| 3Y | +74.2% | +166.2% | -92.0% | +47.9% |
| 5Y | +159.5% | +290.3% | -130.8% | +103.0% |
| All | +805.9% | +927.1% | -121.2% | +509.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling