+156.7%
PGR vs COMP
-47.7%
+204.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.2% |
| 7D | +0.1% | +1.4% | -1.2% | +0.1% |
| 30D | +2.9% | -13.3% | +16.2% | +3.1% |
| 3M | +12.1% | +41.1% | -29.0% | +11.4% |
| 6M | +3.7% | +17.2% | -13.5% | +3.2% |
| YTD | +2.4% | +5.2% | -2.8% | +2.0% |
| 1Y | -6.4% | +18.9% | -25.3% | -7.0% |
| 3Y | +76.8% | +215.9% | -139.1% | +72.4% |
| 5Y | +154.3% | -31.2% | +185.5% | +144.6% |
| All | +156.7% | -47.7% | +204.3% | +148.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling