+811.9%
PGR vs AG
+68.4%
+743.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +0.7% |
| 7D | -0.6% | -6.7% | +6.1% | -0.5% |
| 30D | +4.9% | +2.2% | +2.8% | +4.9% |
| 3M | +7.6% | +15.7% | -8.1% | +7.4% |
| 6M | +8.3% | -23.8% | +32.0% | +8.6% |
| YTD | +1.7% | +17.6% | -15.9% | +1.2% |
| 1Y | -6.8% | +88.6% | -95.5% | -8.2% |
| 3Y | +73.4% | +253.4% | -180.0% | +67.4% |
| 5Y | +161.2% | +62.4% | +98.8% | +154.5% |
| All | +811.9% | +68.4% | +743.5% | +813.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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