+41,953.0%
PGR vs GEN
+8,639.1%
+33,313.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | -3.4% | -4.4% | +0.9% | -2.9% |
| 30D | +1.8% | +3.7% | -1.9% | +1.3% |
| 3M | +5.9% | +22.2% | -16.3% | +3.5% |
| 6M | +4.6% | +38.9% | -34.4% | +0.4% |
| YTD | +1.1% | +11.9% | -10.8% | -0.7% |
| 1Y | -6.6% | +4.5% | -11.1% | -7.6% |
| 3Y | +74.2% | +59.0% | +15.2% | +63.1% |
| 5Y | +159.5% | +22.0% | +137.5% | +147.9% |
| 10Y | +813.4% | +155.0% | +658.5% | +681.6% |
| All | +41,953.0% | +8,639.1% | +33,313.9% | +20,510.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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