+72.3%
PGR vs APD
+5.8%
+66.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.4% |
| 7D | -3.4% | -3.5% | 0.0% | -3.1% |
| 30D | +1.8% | -5.1% | +6.9% | +2.3% |
| 3M | +5.9% | +6.9% | -0.9% | +5.4% |
| 6M | +4.6% | +8.1% | -3.5% | +3.9% |
| YTD | +1.1% | +21.2% | -20.2% | -0.6% |
| 1Y | -6.6% | +4.9% | -11.4% | -7.0% |
| All | +72.3% | +5.8% | +66.5% | +74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling