+1,833.0%
PGR vs FN
+3,620.5%
-1,787.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.1% | -5.3% | -2.4% |
| 7D | +0.1% | -1.7% | +1.8% | +0.2% |
| 30D | +2.9% | -22.0% | +24.9% | +4.2% |
| 3M | +12.1% | -43.0% | +55.1% | +15.4% |
| 6M | +3.7% | -27.7% | +31.4% | +4.1% |
| YTD | +2.4% | -10.5% | +12.9% | +0.4% |
| 1Y | -6.4% | +12.5% | -18.9% | -10.4% |
| 3Y | +76.8% | +153.8% | -77.0% | +50.2% |
| 5Y | +154.3% | +288.0% | -133.7% | +100.9% |
| 10Y | +790.1% | +906.4% | -116.4% | +510.7% |
| All | +1,833.0% | +3,620.5% | -1,787.6% | +1,026.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling