+42,231.2%
PGR vs BNY
+8,074.1%
+34,157.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.6% |
| 7D | -0.6% | -1.3% | +0.7% | -0.1% |
| 30D | +4.9% | -0.2% | +5.1% | +4.9% |
| 3M | +7.6% | +14.9% | -7.3% | +1.7% |
| 6M | +8.3% | +40.0% | -31.7% | -5.0% |
| YTD | +1.7% | +42.0% | -40.2% | -11.6% |
| 1Y | -6.8% | +56.9% | -63.7% | -22.2% |
| 3Y | +73.4% | +289.9% | -216.4% | +2.1% |
| 5Y | +161.2% | +259.2% | -98.0% | +55.5% |
| 10Y | +819.5% | +413.3% | +406.2% | +353.1% |
| All | +42,231.2% | +8,074.1% | +34,157.0% | +8,411.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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