+811.9%
PGR vs APTV
-16.1%
+828.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -0.6% | -5.0% | +4.4% | 0.0% |
| 30D | +4.9% | -6.1% | +11.0% | +5.7% |
| 3M | +7.6% | -33.0% | +40.6% | +12.5% |
| 6M | +8.3% | -35.2% | +43.5% | +13.0% |
| YTD | +1.7% | -40.1% | +41.9% | +7.0% |
| 1Y | -6.8% | -45.6% | +38.8% | -0.9% |
| 3Y | +73.4% | -54.4% | +127.8% | +86.2% |
| 5Y | +161.2% | -68.9% | +230.1% | +191.8% |
| All | +811.9% | -16.1% | +828.0% | +722.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 10y: compounded portfolio wealth divided by compounded APTV 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…
10y analysis · Full analysis span regression · 6 months rolling