+811.9%
PGR vs ACWI
+233.9%
+578.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.3% | +0.2% |
| 7D | -0.6% | -1.0% | +0.4% | -0.1% |
| 30D | +4.9% | -0.9% | +5.8% | +5.4% |
| 3M | +7.6% | +3.5% | +4.1% | +5.2% |
| 6M | +8.3% | +12.8% | -4.6% | 0.0% |
| YTD | +1.7% | +14.0% | -12.3% | -6.8% |
| 1Y | -6.8% | +19.2% | -26.0% | -17.2% |
| 3Y | +73.4% | +75.1% | -1.7% | +18.8% |
| 5Y | +161.2% | +68.6% | +92.6% | +81.2% |
| All | +811.9% | +233.9% | +578.0% | +295.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling