+158.4%
PGR vs COMP
-28.2%
+186.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.3% |
| 7D | -2.7% | +0.8% | -3.5% | -2.7% |
| 30D | +0.7% | -13.9% | +14.6% | +1.0% |
| 3M | +7.7% | +30.7% | -23.0% | +7.1% |
| 6M | +4.3% | +18.7% | -14.4% | +3.7% |
| YTD | +0.7% | +1.0% | -0.3% | +0.4% |
| 1Y | -5.7% | +15.1% | -20.7% | -6.3% |
| 3Y | +73.7% | +219.8% | -146.1% | +68.8% |
| 5Y | +158.4% | -28.7% | +187.1% | +151.8% |
| All | +158.4% | -28.2% | +186.6% | +151.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling