+59.3%
PGR vs ACGL
+33.8%
+25.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | +3.5% | +2.2% | +1.3% | +2.1% |
| 30D | +10.5% | +12.3% | -1.8% | +2.7% |
| 3M | +12.9% | +11.8% | +1.1% | +5.3% |
| 6M | +20.4% | +17.5% | +3.0% | +9.3% |
| YTD | +10.3% | +14.3% | -4.0% | +1.4% |
| 1Y | +12.5% | +18.2% | -5.6% | +1.5% |
| 3Y | +59.3% | +33.2% | +26.1% | +34.0% |
| All | +59.3% | +33.8% | +25.5% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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