+811.9%
PGR vs BAX
-38.1%
+850.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.2% | +1.0% |
| 7D | -0.6% | -7.9% | +7.3% | +1.2% |
| 30D | +4.9% | -11.7% | +16.6% | +7.8% |
| 3M | +7.6% | +16.2% | -8.6% | +3.5% |
| 6M | +8.3% | +32.0% | -23.7% | +0.7% |
| YTD | +1.7% | +24.7% | -23.0% | -4.9% |
| 1Y | -6.8% | -2.6% | -4.2% | -7.9% |
| 3Y | +73.4% | -35.0% | +108.4% | +84.5% |
| 5Y | +161.2% | -67.6% | +228.8% | +254.1% |
| All | +811.9% | -38.1% | +850.0% | +927.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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