+811.9%
PGR vs BAH
+207.9%
+603.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -0.6% | +4.3% | -4.9% | -1.6% |
| 30D | +4.9% | -2.5% | +7.4% | +5.5% |
| 3M | +7.6% | -0.9% | +8.6% | +7.4% |
| 6M | +8.3% | +1.5% | +6.8% | +7.0% |
| YTD | +1.7% | -8.0% | +9.7% | +1.9% |
| 1Y | -6.8% | -24.7% | +17.9% | -2.2% |
| 3Y | +73.4% | -28.4% | +101.8% | +75.4% |
| 5Y | +161.2% | +2.8% | +158.4% | +129.6% |
| All | +811.9% | +207.9% | +603.9% | +544.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling