+44.3%
PGR vs AMIX
-100.0%
+144.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | +0.1% |
| 7D | +3.5% | -9.9% | +13.4% | +3.5% |
| 30D | +10.5% | -52.8% | +63.2% | +10.6% |
| 3M | +12.9% | -80.0% | +93.0% | +13.3% |
| 6M | +20.4% | -80.2% | +100.7% | +20.3% |
| YTD | +10.3% | -88.1% | +98.4% | +10.7% |
| 1Y | +12.5% | -91.1% | +103.6% | +13.1% |
| All | +44.3% | -100.0% | +144.3% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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