+41,818.8%
PGR vs APD
+5,991.2%
+35,827.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | -2.7% | -4.6% | +1.9% | -1.0% |
| 30D | +0.7% | -4.2% | +4.9% | +2.3% |
| 3M | +7.7% | +5.0% | +2.7% | +5.6% |
| 6M | +4.3% | +8.9% | -4.6% | +0.7% |
| YTD | +0.7% | +21.9% | -21.2% | -7.0% |
| 1Y | -5.7% | +5.6% | -11.2% | -8.7% |
| 3Y | +73.7% | +6.9% | +66.8% | +61.8% |
| 5Y | +158.4% | +25.3% | +133.0% | +122.3% |
| 10Y | +810.5% | +169.1% | +641.5% | +468.1% |
| All | +41,818.8% | +5,991.2% | +35,827.6% | +9,100.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling