+180.3%
PGR vs ACWI
+58.7%
+121.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +3.5% | +2.4% | +1.1% | +2.8% |
| 30D | +10.5% | -1.7% | +12.1% | +10.9% |
| 3M | +12.9% | -3.9% | +16.9% | +14.1% |
| 6M | +20.4% | +0.8% | +19.6% | +19.6% |
| YTD | +10.3% | +11.0% | -0.8% | +5.5% |
| 1Y | +12.5% | +13.1% | -0.6% | +6.8% |
| 3Y | +59.3% | +73.9% | -14.6% | +23.7% |
| All | +180.3% | +58.7% | +121.5% | +120.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling