-4.4%
APO vs PGR
+21.4%
-25.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.5% | +5.6% | +8.0% |
| 7D | +8.2% | +4.1% | +4.1% | +8.2% |
| 30D | +6.4% | +10.4% | -4.0% | +6.8% |
| 3M | -7.4% | +11.4% | -18.9% | -7.0% |
| 6M | -4.2% | +17.9% | -22.1% | -3.9% |
| YTD | -14.1% | +9.8% | -23.9% | -14.2% |
| 1Y | -4.4% | +19.3% | -23.7% | -6.4% |
| All | -4.4% | +21.4% | -25.7% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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