+176.5%
PGR vs COMP
-52.0%
+228.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | +0.1% |
| 7D | +3.5% | 0.0% | +3.5% | +3.5% |
| 30D | +10.5% | +16.6% | -6.1% | +10.1% |
| 3M | +12.9% | -23.5% | +36.5% | +13.3% |
| 6M | +20.4% | +25.7% | -5.3% | +19.7% |
| YTD | +10.3% | -3.4% | +13.7% | +9.9% |
| 1Y | +12.5% | +7.6% | +4.9% | +11.9% |
| 3Y | +59.3% | +423.6% | -364.3% | +52.9% |
| 5Y | +173.9% | -10.6% | +184.5% | +165.0% |
| All | +176.5% | -52.0% | +228.5% | +167.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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