+130.3%
PGR vs AUR
-35.7%
+166.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.0% |
| 3M | +7.6% | +7.7% | -0.1% | +7.6% |
| 6M | +8.3% | +44.5% | -36.2% | +7.9% |
| YTD | +1.7% | +67.4% | -65.7% | +1.3% |
| 1Y | -6.8% | +15.4% | -22.3% | -7.0% |
| 3Y | +73.4% | +94.8% | -21.4% | +72.1% |
| 5Y | +161.2% | -35.1% | +196.3% | +150.8% |
| All | +130.3% | -35.7% | +166.0% | +119.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling