-6.8%
PGR vs APD
+3.9%
-10.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.4% | +0.8% |
| 7D | -0.6% | -3.3% | +2.7% | -0.2% |
| 30D | +4.9% | -4.2% | +9.1% | +5.5% |
| 3M | +7.6% | +5.4% | +2.2% | +7.6% |
| 6M | +8.3% | +6.3% | +2.0% | +8.1% |
| YTD | +1.7% | +20.3% | -18.6% | +0.4% |
| 1Y | -6.8% | +1.6% | -8.4% | -6.0% |
| All | -6.8% | +3.9% | -10.7% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling