+763.9%
PGR vs FTV
+82.6%
+681.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +1.0% |
| 7D | -3.4% | -5.2% | +1.8% | -1.9% |
| 30D | +1.8% | -11.5% | +13.3% | +5.5% |
| 3M | +5.9% | -9.0% | +15.0% | +8.7% |
| 6M | +4.6% | -2.0% | +6.6% | +4.6% |
| YTD | +1.1% | -0.9% | +2.0% | +0.3% |
| 1Y | -6.6% | +14.8% | -21.4% | -11.7% |
| 3Y | +74.2% | -5.5% | +79.7% | +71.5% |
| 5Y | +159.5% | -1.9% | +161.4% | +147.4% |
| 10Y | +813.4% | +78.2% | +735.2% | +603.9% |
| All | +763.9% | +82.6% | +681.3% | +560.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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