+4,228.8%
PGR vs BB
+251.4%
+3,977.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.5% |
| 7D | -3.4% | -2.1% | -1.4% | -3.3% |
| 30D | +1.8% | -16.0% | +17.8% | +2.8% |
| 3M | +5.9% | -14.5% | +20.4% | +6.3% |
| 6M | +4.6% | +118.6% | -114.0% | -1.6% |
| YTD | +1.1% | +98.9% | -97.9% | -4.4% |
| 1Y | -6.6% | +99.5% | -106.0% | -11.9% |
| 3Y | +74.2% | +65.4% | +8.9% | +62.4% |
| 5Y | +159.5% | -27.6% | +187.1% | +151.3% |
| 10Y | +813.4% | -0.4% | +813.8% | +695.4% |
| All | +4,228.8% | +251.4% | +3,977.5% | +3,059.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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