+19.3%
PGR vs AA
+13.9%
+5.4%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.3% | +2.8% |
| 7D | +4.1% | +0.9% | +3.1% | +4.1% |
| 30D | +10.4% | -6.4% | +16.9% | +9.7% |
| 3M | +11.4% | -13.0% | +24.4% | +10.1% |
| 6M | +17.9% | -34.6% | +52.5% | +13.6% |
| YTD | +9.8% | -23.0% | +32.8% | +7.0% |
| 1Y | +19.3% | +16.0% | +3.3% | +18.0% |
| All | +19.3% | +13.9% | +5.4% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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