+158.8%
PGR vs ACI
-39.5%
+198.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.6% | +0.2% |
| 7D | -0.6% | -3.7% | +3.1% | -0.1% |
| 30D | +4.9% | +0.6% | +4.4% | +4.8% |
| 3M | +7.6% | -20.3% | +28.0% | +10.6% |
| 6M | +8.3% | -24.7% | +32.9% | +12.2% |
| YTD | +1.7% | -27.2% | +29.0% | +5.8% |
| 1Y | -6.8% | -32.7% | +25.9% | -2.0% |
| 3Y | +73.4% | -43.9% | +117.4% | +86.5% |
| All | +158.8% | -39.5% | +198.3% | +177.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling