+1,982.5%
PGR vs FN
+2,895.3%
-912.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.3% | +7.4% | +0.5% |
| 7D | +3.5% | +0.3% | +3.3% | +3.4% |
| 30D | +10.5% | -16.5% | +27.0% | +11.2% |
| 3M | +12.9% | -42.1% | +55.0% | +15.9% |
| 6M | +20.4% | -52.9% | +73.3% | +24.5% |
| YTD | +10.3% | -28.0% | +38.2% | +9.0% |
| 1Y | +12.5% | -18.5% | +31.0% | +9.8% |
| 3Y | +59.3% | +93.9% | -34.6% | +37.3% |
| 5Y | +173.9% | +170.5% | +3.4% | +122.1% |
| 10Y | +837.6% | +704.1% | +133.5% | +549.5% |
| All | +1,982.5% | +2,895.3% | -912.7% | +1,122.6% |
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