+19.3%
PGR vs FND
-10.3%
+29.5%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.9% | -8.4% | +2.1% |
| 7D | +4.1% | +12.3% | -8.3% | +3.7% |
| 30D | +10.4% | +14.7% | -4.3% | +9.9% |
| 3M | +11.4% | -12.0% | +23.4% | +10.8% |
| 6M | +17.9% | +10.8% | +7.1% | +17.6% |
| YTD | +9.8% | -12.3% | +22.1% | +8.6% |
| 1Y | +19.3% | -13.4% | +32.7% | +18.3% |
| All | +19.3% | -10.3% | +29.5% | +18.3% |
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