+1,746.3%
PGR vs AG
+424.3%
+1,322.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.9% | +5.2% | +0.6% |
| 7D | -3.4% | -5.8% | +2.4% | -3.1% |
| 30D | +1.8% | +6.4% | -4.6% | +1.4% |
| 3M | +5.9% | +28.4% | -22.4% | +4.2% |
| 6M | +4.6% | -24.5% | +29.0% | +5.4% |
| YTD | +1.1% | +21.2% | -20.1% | -1.4% |
| 1Y | -6.6% | +114.1% | -120.7% | -12.4% |
| 3Y | +74.2% | +268.0% | -193.8% | +54.2% |
| 5Y | +159.5% | +67.3% | +92.2% | +137.1% |
| 10Y | +813.4% | +66.1% | +747.3% | +682.8% |
| All | +1,746.3% | +424.3% | +1,322.0% | +823.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling