+41,953.0%
PGR vs ADM
+1,963.5%
+39,989.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -3.4% | +3.0% | -6.4% | -4.2% |
| 30D | +1.8% | +8.7% | -6.9% | -0.7% |
| 3M | +5.9% | +7.6% | -1.7% | +3.4% |
| 6M | +4.6% | +26.9% | -22.3% | -3.1% |
| YTD | +1.1% | +54.3% | -53.2% | -11.7% |
| 1Y | -6.6% | +45.7% | -52.2% | -17.3% |
| 3Y | +74.2% | +21.9% | +52.3% | +57.7% |
| 5Y | +159.5% | +67.2% | +92.4% | +110.6% |
| 10Y | +813.4% | +177.7% | +635.7% | +521.7% |
| All | +41,953.0% | +1,963.5% | +39,989.5% | +14,455.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling