-6.4%
PGR vs FND
-36.4%
+30.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.2% |
| 7D | +0.1% | -5.2% | +5.4% | +0.2% |
| 30D | +2.9% | -19.9% | +22.8% | +2.9% |
| 3M | +12.1% | +2.7% | +9.4% | +12.3% |
| 6M | +3.7% | -21.7% | +25.3% | +4.4% |
| YTD | +2.4% | -17.5% | +19.9% | +2.1% |
| 1Y | -6.4% | -39.3% | +32.9% | -9.1% |
| All | -6.4% | -36.4% | +30.0% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling