-35.7%
DOW vs PGR
+75.0%
-110.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.7% | -2.1% |
| 7D | -1.4% | -0.6% | -0.8% | -1.3% |
| 30D | -3.9% | +4.9% | -8.9% | -4.3% |
| 3M | -12.7% | +7.6% | -20.3% | -13.0% |
| 6M | -13.7% | +8.3% | -21.9% | -14.1% |
| YTD | +28.4% | +1.7% | +26.7% | +28.1% |
| 1Y | +21.8% | -6.8% | +28.6% | +22.4% |
| 3Y | -35.7% | +73.4% | -109.2% | -28.0% |
| All | -35.7% | +75.0% | -110.7% | -28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling