+226.8%
PGR vs ACI
+17.4%
+209.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | -3.4% | -7.1% | +3.6% | -2.6% |
| 30D | +1.8% | -4.5% | +6.3% | +2.4% |
| 3M | +5.9% | -22.3% | +28.2% | +8.6% |
| 6M | +4.6% | -28.4% | +33.0% | +8.3% |
| YTD | +1.1% | -29.5% | +30.6% | +4.8% |
| 1Y | -6.6% | -34.2% | +27.7% | -2.5% |
| 3Y | +74.2% | -45.7% | +119.9% | +85.1% |
| 5Y | +159.5% | -40.8% | +200.3% | +172.2% |
| All | +226.8% | +17.4% | +209.4% | +214.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling