+20.4%
PGR vs FN
-49.7%
+70.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.3% | +7.4% | -0.8% |
| 7D | +3.5% | +0.3% | +3.3% | +3.7% |
| 30D | +10.5% | -16.5% | +27.0% | +8.9% |
| 3M | +12.9% | -42.1% | +55.0% | +6.7% |
| 6M | +20.4% | -52.9% | +73.3% | +12.8% |
| All | +20.4% | -49.7% | +70.1% | +12.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling