+811.9%
PGR vs COO
+17.0%
+794.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +0.8% |
| 7D | -0.6% | -22.5% | +21.9% | +4.9% |
| 30D | +4.9% | -29.7% | +34.7% | +13.3% |
| 3M | +7.6% | -20.1% | +27.8% | +12.6% |
| 6M | +8.3% | -26.9% | +35.2% | +15.3% |
| YTD | +1.7% | -34.2% | +36.0% | +11.1% |
| 1Y | -6.8% | -21.3% | +14.4% | -3.0% |
| 3Y | +73.4% | -38.7% | +112.1% | +86.5% |
| 5Y | +161.2% | -52.2% | +213.4% | +198.7% |
| All | +811.9% | +17.0% | +794.9% | +737.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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