+19.3%
PGR vs ACM
-46.6%
+65.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.9% | -0.5% | +2.1% |
| 7D | +4.1% | +9.5% | -5.5% | +2.8% |
| 30D | +10.4% | +14.7% | -4.3% | +8.5% |
| 3M | +11.4% | -9.5% | +20.9% | +11.5% |
| 6M | +17.9% | -18.0% | +36.0% | +18.7% |
| YTD | +9.8% | -27.3% | +37.0% | +11.6% |
| 1Y | +19.3% | -47.0% | +66.3% | +24.5% |
| All | +19.3% | -46.6% | +65.8% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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