+41,953.0%
PGR vs AA
+281.9%
+41,671.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.8% | +5.1% | +1.1% |
| 7D | -3.4% | -5.4% | +2.0% | -2.6% |
| 30D | +1.8% | -10.7% | +12.5% | +3.6% |
| 3M | +5.9% | -26.2% | +32.1% | +10.7% |
| 6M | +4.6% | -20.9% | +25.5% | +6.6% |
| YTD | +1.1% | -8.6% | +9.7% | -0.3% |
| 1Y | -6.6% | +57.4% | -64.0% | -17.4% |
| 3Y | +74.2% | +77.8% | -3.6% | +41.8% |
| 5Y | +159.5% | +2.7% | +156.8% | +119.1% |
| 10Y | +813.4% | +121.2% | +692.2% | +448.4% |
| All | +41,953.0% | +281.9% | +41,671.1% | +16,042.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling