+33.3%
PGR vs AS
+120.4%
-87.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.6% | -5.8% | -2.2% |
| 7D | +0.1% | -4.9% | +5.0% | +0.1% |
| 30D | +2.9% | -19.6% | +22.5% | +2.8% |
| 3M | +12.1% | -14.4% | +26.5% | +12.0% |
| 6M | +3.7% | -20.1% | +23.8% | +3.6% |
| YTD | +2.4% | -20.9% | +23.3% | +2.3% |
| 1Y | -6.4% | -21.9% | +15.5% | -6.3% |
| All | +33.3% | +120.4% | -87.1% | +31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling