+158.8%
PGR vs BUD
+44.8%
+114.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | -0.1% | +0.5% |
| 7D | -0.6% | -2.6% | +2.0% | -0.1% |
| 30D | +4.9% | -1.2% | +6.2% | +5.2% |
| 3M | +7.6% | -4.9% | +12.6% | +8.5% |
| 6M | +8.3% | +9.3% | -1.0% | +6.3% |
| YTD | +1.7% | +24.0% | -22.2% | -2.6% |
| 1Y | -6.8% | +34.5% | -41.4% | -12.3% |
| 3Y | +73.4% | +43.7% | +29.8% | +59.2% |
| All | +158.8% | +44.8% | +114.0% | +130.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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