+73.4%
PGR vs FTI
+267.9%
-194.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.6% |
| 7D | -0.6% | -4.4% | +3.8% | -0.3% |
| 30D | +4.9% | +1.5% | +3.5% | +4.8% |
| 3M | +7.6% | +8.2% | -0.6% | +7.1% |
| 6M | +8.3% | +18.8% | -10.6% | +6.8% |
| YTD | +1.7% | +71.7% | -69.9% | -2.9% |
| 1Y | -6.8% | +90.0% | -96.9% | -12.0% |
| 3Y | +73.4% | +270.5% | -197.0% | +57.1% |
| All | +73.4% | +267.9% | -194.4% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 3y: compounded portfolio wealth divided by compounded FTI 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…
3y analysis · Full analysis span regression · 6 months rolling