+1,674.2%
PGR vs ACM
+218.1%
+1,456.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.3% | +1.2% |
| 7D | -2.7% | -3.7% | +1.0% | -1.5% |
| 30D | +0.7% | -12.7% | +13.4% | +4.6% |
| 3M | +7.7% | -9.8% | +17.5% | +10.5% |
| 6M | +4.3% | -31.4% | +35.7% | +15.7% |
| YTD | +0.7% | -32.1% | +32.8% | +11.5% |
| 1Y | -5.7% | -47.8% | +42.2% | +12.8% |
| 3Y | +73.7% | -22.1% | +95.7% | +79.4% |
| 5Y | +158.4% | +1.8% | +156.6% | +140.7% |
| 10Y | +810.5% | +132.5% | +678.0% | +493.4% |
| All | +1,674.2% | +218.1% | +1,456.2% | +792.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling