+85.9%
PGR vs MSFU
+70.7%
+15.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.3% |
| 7D | -2.7% | -2.3% | -0.3% | -2.6% |
| 30D | +0.7% | -6.3% | +7.0% | +0.9% |
| 3M | +7.7% | +40.0% | -32.2% | +6.3% |
| 6M | +4.3% | +30.1% | -25.8% | +2.8% |
| YTD | +0.7% | -10.3% | +11.1% | +1.1% |
| 1Y | -5.7% | -19.0% | +13.4% | -4.9% |
| 3Y | +73.7% | +25.8% | +47.9% | +67.7% |
| All | +85.9% | +70.7% | +15.2% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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