+158.8%
PGR vs BBY
+1.5%
+157.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | +0.5% |
| 7D | -0.6% | +0.6% | -1.2% | -0.6% |
| 30D | +4.9% | +9.4% | -4.5% | +4.3% |
| 3M | +7.6% | +19.3% | -11.7% | +6.4% |
| 6M | +8.3% | +47.9% | -39.7% | +5.2% |
| YTD | +1.7% | +39.6% | -37.8% | -0.8% |
| 1Y | -6.8% | +22.2% | -29.0% | -8.4% |
| 3Y | +73.4% | +45.0% | +28.5% | +64.9% |
| All | +158.8% | +1.5% | +157.2% | +141.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 5y: compounded portfolio wealth divided by compounded BBY 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…
5y analysis · Full analysis span regression · 6 months rolling