+73.4%
PGR vs ADM
+21.2%
+52.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -0.6% | +2.5% | -3.1% | -0.8% |
| 30D | +4.9% | +9.5% | -4.5% | +4.3% |
| 3M | +7.6% | +10.6% | -3.0% | +6.8% |
| 6M | +8.3% | +24.0% | -15.8% | +6.2% |
| YTD | +1.7% | +54.0% | -52.2% | -2.3% |
| 1Y | -6.8% | +45.3% | -52.2% | -10.1% |
| 3Y | +73.4% | +21.8% | +51.7% | +66.4% |
| All | +73.4% | +21.2% | +52.3% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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