+158.8%
PGR vs BIL
+19.5%
+139.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.7% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | +4.9% | +0.3% | +4.6% | +5.0% |
| 3M | +7.6% | +0.9% | +6.7% | +7.9% |
| 6M | +8.3% | +1.8% | +6.4% | +9.5% |
| YTD | +1.7% | +2.5% | -0.8% | +3.7% |
| 1Y | -6.8% | +3.7% | -10.6% | -3.8% |
| 3Y | +73.4% | +14.1% | +59.3% | +95.0% |
| All | +158.8% | +19.5% | +139.3% | +181.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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