+30.8%
PGR vs AS
+114.1%
-83.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -1.9% |
| 7D | -2.6% | -2.6% | +0.1% | -2.6% |
| 30D | -0.2% | -22.1% | +21.9% | -0.4% |
| 3M | +7.4% | -15.3% | +22.7% | +7.3% |
| 6M | +2.1% | -15.6% | +17.7% | +2.1% |
| YTD | +0.5% | -23.2% | +23.6% | +0.4% |
| 1Y | -6.9% | -21.7% | +14.8% | -7.0% |
| All | +30.8% | +114.1% | -83.3% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling