The band grew out of the ashes of his previous project Consorzio Suonatori Indipendenti, which disbanded following the departure of long-time collaborator Massimo Zamboni. Their name 'Per Grazia Ricevuta ("For a Received Grace"), also marks a change. It is a stock phrase usually attached to mementos acknowledging miraculous divine gifts, and reflects Lindo Ferretti's rediscovery of his Catholic roots following a long career of radical left activism.
PGR's lineup changed with the release of the album D’anime e d’animali (2004), when founding members Ginevra Di Marco and Francesco Magnelli departed. As a response, the band's acronym was slightly changed into PG3R (Però Gianni Giorgio Giovanni Resistono, meaning "Yet Gianni Giorgio and Giovanni Resist"). In 2006 PGR performed a tour around Italy entitled 'Ripasso / Ribassi - Saldi, fino ad esaurimento scorte’ (Revision / Discounts - Sales while Stock Lasts). With the release of 2009's Ultime notizie di cronaca, the band announced its dissolution.