+19.3%
PGR vs ACI
-18.4%
+37.7%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.5% | -1.0% | +2.0% |
| 7D | +4.1% | +4.5% | -0.4% | +3.4% |
| 30D | +10.4% | +20.9% | -10.4% | +7.4% |
| 3M | +11.4% | +15.2% | -3.8% | +9.1% |
| 6M | +17.9% | -13.3% | +31.2% | +20.0% |
| YTD | +9.8% | -16.2% | +26.0% | +11.8% |
| 1Y | +19.3% | -16.9% | +36.1% | +21.8% |
| All | +19.3% | -18.4% | +37.7% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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