+1,840.7%
PGR vs BTG
+373.5%
+1,467.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.7% |
| 7D | -0.6% | -3.8% | +3.1% | -0.5% |
| 30D | +4.9% | +3.6% | +1.3% | +4.8% |
| 3M | +7.6% | +32.0% | -24.4% | +6.8% |
| 6M | +8.3% | +3.4% | +4.9% | +7.9% |
| YTD | +1.7% | +20.8% | -19.1% | +0.9% |
| 1Y | -6.8% | +22.4% | -29.3% | -7.8% |
| 3Y | +73.4% | +91.7% | -18.3% | +68.7% |
| 5Y | +161.2% | +79.0% | +82.2% | +153.6% |
| 10Y | +819.5% | +152.6% | +666.9% | +776.7% |
| All | +1,840.7% | +373.5% | +1,467.2% | +1,421.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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