-6.4%
PGR vs FRSH
-3.3%
-3.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.7% | +2.5% | -1.8% |
| 7D | +0.1% | -8.2% | +8.3% | +0.8% |
| 30D | +2.9% | +10.5% | -7.6% | +2.1% |
| 3M | +12.1% | +32.7% | -20.6% | +9.8% |
| 6M | +3.7% | +50.3% | -46.6% | +0.8% |
| YTD | +2.4% | +3.9% | -1.6% | -0.1% |
| 1Y | -6.4% | -2.2% | -4.2% | -10.5% |
| All | -6.4% | -3.3% | -3.0% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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