+1,792.9%
PGR vs APTV
+179.8%
+1,613.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -0.6% | -5.0% | +4.4% | +0.1% |
| 30D | +4.9% | -6.1% | +11.0% | +5.8% |
| 3M | +7.6% | -33.0% | +40.6% | +13.3% |
| 6M | +8.3% | -35.2% | +43.5% | +13.8% |
| YTD | +1.7% | -40.1% | +41.9% | +7.9% |
| 1Y | -6.8% | -45.6% | +38.8% | +0.1% |
| 3Y | +73.4% | -54.4% | +127.8% | +87.8% |
| 5Y | +161.2% | -68.9% | +230.1% | +195.4% |
| 10Y | +819.5% | -17.2% | +836.7% | +679.3% |
| All | +1,792.9% | +179.8% | +1,613.1% | +1,052.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling