+158.8%
PGR vs AR
+135.2%
+23.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +0.8% |
| 7D | -0.6% | -2.5% | +1.9% | -0.4% |
| 30D | +4.9% | +2.5% | +2.4% | +4.7% |
| 3M | +7.6% | +12.3% | -4.7% | +6.5% |
| 6M | +8.3% | -3.1% | +11.4% | +8.3% |
| YTD | +1.7% | +11.5% | -9.8% | +0.4% |
| 1Y | -6.8% | +17.0% | -23.9% | -8.7% |
| 3Y | +73.4% | +47.3% | +26.1% | +63.6% |
| All | +158.8% | +135.2% | +23.6% | +134.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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