+73.4%
PGR vs ATI
+341.0%
-267.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -0.6% | -5.6% | +5.0% | -0.7% |
| 30D | +4.9% | -13.7% | +18.7% | +4.6% |
| 3M | +7.6% | -0.4% | +8.0% | +7.7% |
| 6M | +8.3% | +26.2% | -18.0% | +8.2% |
| YTD | +1.7% | +73.2% | -71.5% | +0.7% |
| 1Y | -6.8% | +161.6% | -168.5% | -9.2% |
| 3Y | +73.4% | +346.2% | -272.7% | +70.7% |
| All | +73.4% | +341.0% | -267.6% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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