+811.9%
PGR vs CAPR
-78.4%
+890.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | +0.7% |
| 7D | -0.6% | -11.0% | +10.3% | -0.6% |
| 30D | +4.9% | +99.8% | -94.8% | +4.9% |
| 3M | +7.6% | -66.6% | +74.2% | +7.6% |
| 6M | +8.3% | -75.1% | +83.3% | +8.3% |
| YTD | +1.7% | -71.0% | +72.7% | +1.7% |
| 1Y | -6.8% | +30.0% | -36.8% | -7.4% |
| 3Y | +73.4% | +29.0% | +44.5% | +71.6% |
| 5Y | +161.2% | +70.8% | +90.4% | +157.7% |
| All | +811.9% | -78.4% | +890.3% | +803.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling