+811.9%
PGR vs FIVE
+491.7%
+320.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.5% |
| 7D | -0.6% | -3.0% | +2.4% | -0.3% |
| 30D | +4.9% | +2.7% | +2.2% | +4.6% |
| 3M | +7.6% | +21.1% | -13.5% | +5.6% |
| 6M | +8.3% | +11.9% | -3.7% | +6.6% |
| YTD | +1.7% | +29.9% | -28.1% | -1.3% |
| 1Y | -6.8% | +67.8% | -74.6% | -12.1% |
| 3Y | +73.4% | +52.8% | +20.7% | +62.0% |
| 5Y | +161.2% | +31.3% | +129.9% | +143.0% |
| All | +811.9% | +491.7% | +320.2% | +591.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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