+5,961.8%
PGR vs A
+428.5%
+5,533.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.5% |
| 7D | -3.4% | -4.6% | +1.1% | -2.5% |
| 30D | +1.8% | -4.3% | +6.1% | +2.6% |
| 3M | +5.9% | +8.9% | -3.0% | +3.9% |
| 6M | +4.6% | +24.5% | -20.0% | -0.8% |
| YTD | +1.1% | +5.8% | -4.7% | -1.1% |
| 1Y | -6.6% | +16.2% | -22.8% | -10.6% |
| 3Y | +74.2% | +28.5% | +45.8% | +59.7% |
| 5Y | +159.5% | -16.3% | +175.8% | +157.0% |
| 10Y | +813.4% | +244.9% | +568.5% | +567.1% |
| All | +5,961.8% | +428.5% | +5,533.3% | +3,297.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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