+1,699.7%
PGR vs BIL
+30.4%
+1,669.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.7% | +0.1% | -2.7% | -2.3% |
| 30D | +0.7% | +0.3% | +0.4% | +2.3% |
| 3M | +7.7% | +0.9% | +6.8% | +13.0% |
| 6M | +4.3% | +1.8% | +2.5% | +14.8% |
| YTD | +0.7% | +2.5% | -1.7% | +14.8% |
| 1Y | -5.7% | +3.7% | -9.3% | +14.7% |
| 3Y | +73.7% | +14.1% | +59.6% | +257.3% |
| 5Y | +158.4% | +19.4% | +139.0% | +593.2% |
| 10Y | +810.5% | +25.2% | +785.3% | +3,190.1% |
| All | +1,699.7% | +30.4% | +1,669.3% | +6,551.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling