+173.5%
PGR vs FN
+194.5%
-21.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +5.0% | +0.7% |
| 7D | +1.0% | +20.8% | -19.8% | +1.7% |
| 30D | +5.7% | -17.3% | +23.0% | +5.4% |
| 3M | +13.6% | -38.1% | +51.7% | +12.7% |
| 6M | +18.8% | -44.2% | +63.0% | +17.9% |
| YTD | +10.1% | -22.3% | +32.4% | +9.4% |
| 1Y | +13.0% | -20.9% | +34.0% | +12.2% |
| 3Y | +60.6% | +111.1% | -50.5% | +51.1% |
| 5Y | +173.5% | +191.8% | -18.3% | +142.5% |
| All | +173.5% | +194.5% | -21.0% | +142.5% |
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