+157.4%
PGR vs BTDR
+19.6%
+137.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.1% | +0.8% |
| 7D | -0.6% | -3.4% | +2.8% | -0.7% |
| 30D | +4.9% | +32.6% | -27.7% | +5.8% |
| 3M | +7.6% | -32.2% | +39.9% | +7.2% |
| 6M | +8.3% | +52.4% | -44.1% | +9.9% |
| YTD | +1.7% | +6.7% | -5.0% | +2.8% |
| 1Y | -6.8% | -15.2% | +8.4% | -6.1% |
| 3Y | +73.4% | +14.9% | +58.6% | +80.1% |
| 5Y | +161.2% | +20.8% | +140.4% | +177.9% |
| All | +157.4% | +19.6% | +137.8% | +172.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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