+2,375.7%
PGR vs BUD
+191.0%
+2,184.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -3.4% | -3.2% | -0.2% | -2.6% |
| 30D | +1.8% | -3.7% | +5.5% | +2.8% |
| 3M | +5.9% | -4.4% | +10.4% | +7.0% |
| 6M | +4.6% | +7.7% | -3.2% | +2.1% |
| YTD | +1.1% | +23.1% | -22.0% | -4.9% |
| 1Y | -6.6% | +33.6% | -40.2% | -14.1% |
| 3Y | +74.2% | +44.7% | +29.5% | +54.4% |
| 5Y | +159.5% | +44.9% | +114.6% | +125.8% |
| 10Y | +813.4% | -23.1% | +836.5% | +820.3% |
| All | +2,375.7% | +191.0% | +2,184.7% | +1,324.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling