+10,855.8%
PGR vs ACGL
+4,318.9%
+6,536.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.1% |
| 7D | -2.6% | -2.9% | +0.4% | -1.6% |
| 30D | -0.2% | -2.8% | +2.6% | +0.8% |
| 3M | +7.4% | +6.8% | +0.6% | +5.4% |
| 6M | +2.1% | -1.5% | +3.7% | +2.9% |
| YTD | +0.5% | -0.2% | +0.7% | +0.7% |
| 1Y | -6.9% | +5.3% | -12.2% | -8.3% |
| 3Y | +73.2% | +30.3% | +42.9% | +59.6% |
| 5Y | +154.8% | +151.8% | +2.9% | +91.3% |
| 10Y | +786.4% | +266.9% | +519.6% | +479.5% |
| All | +10,855.8% | +4,318.9% | +6,536.9% | +4,748.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling