+1,679.0%
PGR vs BAH
+925.2%
+753.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.8% | -4.5% | -0.7% |
| 7D | -3.4% | +2.4% | -5.9% | -4.0% |
| 30D | +1.8% | -2.9% | +4.8% | +2.4% |
| 3M | +5.9% | -1.3% | +7.3% | +5.8% |
| 6M | +4.6% | -0.9% | +5.5% | +4.0% |
| YTD | +1.1% | -8.2% | +9.3% | +1.3% |
| 1Y | -6.6% | -24.0% | +17.4% | -2.5% |
| 3Y | +74.2% | -28.1% | +102.3% | +77.7% |
| 5Y | +159.5% | +2.5% | +157.0% | +138.2% |
| 10Y | +813.4% | +205.5% | +607.9% | +558.1% |
| All | +1,679.0% | +925.2% | +753.8% | +850.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling