+4,320.7%
PGR vs AU
+755.5%
+3,565.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.6% |
| 7D | -0.6% | -4.3% | +3.7% | -0.3% |
| 30D | +4.9% | +7.3% | -2.4% | +4.4% |
| 3M | +7.6% | +26.3% | -18.7% | +5.8% |
| 6M | +8.3% | +1.8% | +6.5% | +7.4% |
| YTD | +1.7% | +26.8% | -25.1% | -0.8% |
| 1Y | -6.8% | +66.7% | -73.5% | -11.2% |
| 3Y | +73.4% | +579.1% | -505.6% | +47.8% |
| 5Y | +161.2% | +689.3% | -528.1% | +116.3% |
| 10Y | +819.5% | +686.6% | +132.9% | +627.8% |
| All | +4,320.7% | +755.5% | +3,565.2% | +3,195.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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