+158.8%
PGR vs BTI
+118.0%
+40.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | -0.6% | -0.2% | -0.4% | -0.6% |
| 30D | +4.9% | -1.1% | +6.0% | +5.2% |
| 3M | +7.6% | -8.8% | +16.4% | +9.8% |
| 6M | +8.3% | -4.0% | +12.2% | +8.9% |
| YTD | +1.7% | +0.4% | +1.4% | +0.9% |
| 1Y | -6.8% | +1.9% | -8.8% | -8.1% |
| 3Y | +73.4% | +108.5% | -35.1% | +40.1% |
| All | +158.8% | +118.0% | +40.8% | +108.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 5y: compounded portfolio wealth divided by compounded BTI 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…
5y analysis · Full analysis span regression · 6 months rolling