+31.2%
PGR vs AS
+107.2%
-76.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.3% |
| 7D | -2.7% | -2.8% | +0.1% | -2.7% |
| 30D | +0.7% | -23.2% | +23.9% | +0.5% |
| 3M | +7.7% | -20.1% | +27.8% | +7.6% |
| 6M | +4.3% | -18.5% | +22.8% | +4.2% |
| YTD | +0.7% | -25.6% | +26.4% | +0.7% |
| 1Y | -5.7% | -24.4% | +18.7% | -5.7% |
| All | +31.2% | +107.2% | -76.1% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3y: compounded portfolio wealth divided by compounded AS 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…
3y analysis · Full analysis span regression · 6 months rolling