+811.9%
PGR vs BNS
+188.9%
+623.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.4% |
| 7D | -0.6% | -0.4% | -0.2% | -0.5% |
| 30D | +4.9% | +3.5% | +1.5% | +3.6% |
| 3M | +7.6% | +14.1% | -6.4% | +2.4% |
| 6M | +8.3% | +33.8% | -25.5% | -2.9% |
| YTD | +1.7% | +29.5% | -27.7% | -7.9% |
| 1Y | -6.8% | +48.4% | -55.3% | -19.9% |
| 3Y | +73.4% | +129.6% | -56.2% | +25.1% |
| 5Y | +161.2% | +96.1% | +65.1% | +98.9% |
| All | +811.9% | +188.9% | +623.0% | +502.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 10y: compounded portfolio wealth divided by compounded BNS 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…
10y analysis · Full analysis span regression · 6 months rolling