+159.5%
PGR vs ACGL
+154.3%
+5.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -3.4% | -3.6% | +0.2% | -1.5% |
| 30D | +1.8% | -2.1% | +3.9% | +3.0% |
| 3M | +5.9% | +5.4% | +0.6% | +3.5% |
| 6M | +4.6% | 0.0% | +4.5% | +4.8% |
| YTD | +1.1% | +0.3% | +0.8% | +1.0% |
| 1Y | -6.6% | +6.2% | -12.7% | -9.3% |
| 3Y | +74.2% | +30.9% | +43.3% | +52.6% |
| 5Y | +159.5% | +159.8% | -0.3% | +69.0% |
| All | +159.5% | +154.3% | +5.3% | +69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling