+31.9%
PGR vs BTSG
+389.4%
-357.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.6% |
| 7D | -0.6% | -3.3% | +2.7% | -0.5% |
| 30D | +4.9% | -1.6% | +6.5% | +5.0% |
| 3M | +7.6% | -6.9% | +14.5% | +7.7% |
| 6M | +8.3% | +42.1% | -33.8% | +6.6% |
| YTD | +1.7% | +56.8% | -55.1% | -0.5% |
| 1Y | -6.8% | +109.8% | -116.7% | -10.6% |
| All | +31.9% | +389.4% | -357.5% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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