+1,084.4%
PGR vs AR
-27.8%
+1,112.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.8% |
| 7D | -2.6% | -1.8% | -0.7% | -2.4% |
| 30D | -0.2% | +12.6% | -12.8% | -0.9% |
| 3M | +7.4% | +10.0% | -2.7% | +6.7% |
| 6M | +2.1% | +0.6% | +1.5% | +1.9% |
| YTD | +0.5% | +13.4% | -12.9% | -0.6% |
| 1Y | -6.9% | +21.7% | -28.7% | -8.5% |
| 3Y | +73.2% | +45.8% | +27.4% | +66.8% |
| 5Y | +154.8% | +144.3% | +10.5% | +135.6% |
| 10Y | +786.4% | +41.8% | +744.6% | +684.8% |
| All | +1,084.4% | -27.8% | +1,112.3% | +979.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling