+1,582.9%
PGR vs FIVE
+875.3%
+707.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.6% | -1.9% |
| 7D | -2.6% | +3.7% | -6.2% | -2.9% |
| 30D | -0.2% | +4.0% | -4.2% | -0.6% |
| 3M | +7.4% | +36.2% | -28.9% | +4.3% |
| 6M | +2.1% | +18.0% | -15.9% | +0.2% |
| YTD | +0.5% | +34.9% | -34.4% | -2.8% |
| 1Y | -6.9% | +67.9% | -74.9% | -12.0% |
| 3Y | +73.2% | +57.3% | +15.9% | +61.2% |
| 5Y | +154.8% | +39.5% | +115.2% | +135.2% |
| 10Y | +786.4% | +496.4% | +290.0% | +570.2% |
| All | +1,582.9% | +875.3% | +707.6% | +1,115.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling