+6,282.0%
PGR vs ATI
+1,048.5%
+5,233.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -0.6% | -5.6% | +5.0% | +0.3% |
| 30D | +4.9% | -13.7% | +18.7% | +7.4% |
| 3M | +7.6% | -0.4% | +8.0% | +7.1% |
| 6M | +8.3% | +26.2% | -18.0% | +2.7% |
| YTD | +1.7% | +73.2% | -71.5% | -8.8% |
| 1Y | -6.8% | +161.6% | -168.5% | -22.6% |
| 3Y | +73.4% | +346.2% | -272.7% | +26.9% |
| 5Y | +161.2% | +1,047.6% | -886.4% | +57.5% |
| 10Y | +819.5% | +1,130.0% | -310.5% | +374.3% |
| All | +6,282.0% | +1,048.5% | +5,233.5% | +2,224.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling