+158.8%
PGR vs APA
+173.2%
-14.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.2% | +0.6% |
| 7D | -0.6% | +4.6% | -5.2% | -1.0% |
| 30D | +4.9% | +11.9% | -7.0% | +4.0% |
| 3M | +7.6% | +22.5% | -14.8% | +5.8% |
| 6M | +8.3% | +37.5% | -29.3% | +5.2% |
| YTD | +1.7% | +87.2% | -85.4% | -3.7% |
| 1Y | -6.8% | +101.4% | -108.3% | -12.6% |
| 3Y | +73.4% | +16.9% | +56.5% | +69.0% |
| All | +158.8% | +173.2% | -14.4% | +140.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 5y: compounded portfolio wealth divided by compounded APA 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…
5y analysis · Full analysis span regression · 6 months rolling