+158.8%
PGR vs APD
+22.2%
+136.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.4% | +0.8% |
| 7D | -0.6% | -3.3% | +2.7% | 0.0% |
| 30D | +4.9% | -4.2% | +9.1% | +5.8% |
| 3M | +7.6% | +5.4% | +2.2% | +6.6% |
| 6M | +8.3% | +6.3% | +2.0% | +7.0% |
| YTD | +1.7% | +20.3% | -18.6% | -1.9% |
| 1Y | -6.8% | +1.6% | -8.4% | -7.4% |
| 3Y | +73.4% | +4.0% | +69.4% | +71.4% |
| All | +158.8% | +22.2% | +136.5% | +135.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling