+2,344.1%
PGR vs AGI
+5,307.1%
-2,963.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | -0.6% | -2.7% | +2.1% | -0.5% |
| 30D | +4.9% | +7.2% | -2.3% | +4.7% |
| 3M | +7.6% | +4.3% | +3.4% | +7.4% |
| 6M | +8.3% | -27.1% | +35.3% | +9.0% |
| YTD | +1.7% | -6.6% | +8.3% | +1.5% |
| 1Y | -6.8% | +9.5% | -16.4% | -7.6% |
| 3Y | +73.4% | +208.4% | -135.0% | +65.9% |
| 5Y | +161.2% | +401.6% | -240.4% | +144.8% |
| 10Y | +819.5% | +387.3% | +432.1% | +747.3% |
| All | +2,344.1% | +5,307.1% | -2,963.0% | +1,932.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling