+155.1%
PGR vs COMP
-50.5%
+205.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.8% | -3.1% | +0.6% |
| 7D | -0.6% | -5.5% | +4.9% | -0.5% |
| 30D | +4.9% | -17.4% | +22.4% | +5.2% |
| 3M | +7.6% | +24.4% | -16.7% | +7.1% |
| 6M | +8.3% | +21.8% | -13.5% | +7.7% |
| YTD | +1.7% | -0.6% | +2.3% | +1.4% |
| 1Y | -6.8% | +11.5% | -18.3% | -7.4% |
| 3Y | +73.4% | +220.4% | -147.0% | +68.9% |
| 5Y | +161.2% | -26.6% | +187.8% | +152.0% |
| All | +155.1% | -50.5% | +205.6% | +146.8% |
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