+72.3%
PGR vs ACWI
+73.7%
-1.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.2% | +0.4% |
| 7D | -3.4% | -1.9% | -1.5% | -3.3% |
| 30D | +1.8% | -1.3% | +3.1% | +1.9% |
| 3M | +5.9% | +5.0% | +0.9% | +5.3% |
| 6M | +4.6% | +11.7% | -7.2% | +2.6% |
| YTD | +1.1% | +13.0% | -11.9% | -1.2% |
| 1Y | -6.6% | +19.2% | -25.8% | -10.2% |
| All | +72.3% | +73.7% | -1.3% | +56.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling