+811.9%
PGR vs EQIX
+246.8%
+565.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.3% |
| 7D | -0.6% | +0.2% | -0.8% | -0.7% |
| 30D | +4.9% | -2.5% | +7.4% | +5.5% |
| 3M | +7.6% | 0.0% | +7.7% | +7.3% |
| 6M | +8.3% | +7.6% | +0.6% | +5.9% |
| YTD | +1.7% | +37.5% | -35.8% | -6.7% |
| 1Y | -6.8% | +32.9% | -39.8% | -14.0% |
| 3Y | +73.4% | +42.8% | +30.7% | +54.0% |
| 5Y | +161.2% | +35.8% | +125.4% | +130.6% |
| All | +811.9% | +246.8% | +565.1% | +555.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 EQIX 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