+158.4%
PGR vs FN
+296.8%
-138.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | -2.7% | +5.8% | -8.5% | -2.5% |
| 30D | +0.7% | -20.6% | +21.4% | +0.2% |
| 3M | +7.7% | -28.6% | +36.4% | +7.2% |
| 6M | +4.3% | -20.7% | +25.0% | +3.8% |
| YTD | +0.7% | -8.1% | +8.9% | +0.2% |
| 1Y | -5.7% | +13.3% | -19.0% | -6.5% |
| 3Y | +73.7% | +175.7% | -102.0% | +62.7% |
| 5Y | +158.4% | +297.4% | -139.0% | +125.2% |
| All | +158.4% | +296.8% | -138.4% | +125.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling