+811.9%
PGR vs AGI
+392.3%
+419.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.7% |
| 7D | -0.6% | -2.7% | +2.1% | -0.6% |
| 30D | +4.9% | +7.2% | -2.3% | +4.9% |
| 3M | +7.6% | +4.3% | +3.4% | +7.6% |
| 6M | +8.3% | -27.1% | +35.3% | +8.6% |
| YTD | +1.7% | -6.6% | +8.3% | +1.6% |
| 1Y | -6.8% | +9.5% | -16.4% | -7.2% |
| 3Y | +73.4% | +208.4% | -135.0% | +70.2% |
| 5Y | +161.2% | +401.6% | -240.4% | +154.5% |
| All | +811.9% | +392.3% | +419.5% | +822.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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