+73.4%
PGR vs AUR
+84.2%
-10.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.7% |
| 7D | -0.6% | +1.4% | -2.0% | -0.6% |
| 30D | +4.9% | -6.4% | +11.3% | +4.9% |
| 3M | +7.6% | +7.7% | -0.1% | +7.8% |
| 6M | +8.3% | +44.5% | -36.2% | +8.7% |
| YTD | +1.7% | +67.4% | -65.7% | +2.2% |
| 1Y | -6.8% | +15.4% | -22.3% | -6.5% |
| 3Y | +73.4% | +94.8% | -21.4% | +90.0% |
| All | +73.4% | +84.2% | -10.8% | +90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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