+41,953.0%
PGR vs BAX
+836.5%
+41,116.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | -3.4% | -5.4% | +2.0% | -2.1% |
| 30D | +1.8% | -12.4% | +14.2% | +5.1% |
| 3M | +5.9% | +19.1% | -13.2% | +0.9% |
| 6M | +4.6% | +38.6% | -34.1% | -4.6% |
| YTD | +1.1% | +26.7% | -25.6% | -6.5% |
| 1Y | -6.6% | +1.0% | -7.6% | -9.0% |
| 3Y | +74.2% | -33.9% | +108.1% | +82.7% |
| 5Y | +159.5% | -67.0% | +226.5% | +223.2% |
| 10Y | +813.4% | -37.5% | +850.9% | +850.8% |
| All | +41,953.0% | +836.5% | +41,116.5% | +23,453.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling