+2,858.1%
PGR vs HBM
+589.9%
+2,268.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +0.7% |
| 7D | -0.6% | -3.3% | +2.7% | -0.4% |
| 30D | +4.9% | -4.8% | +9.8% | +5.2% |
| 3M | +7.6% | -0.4% | +8.1% | +7.1% |
| 6M | +8.3% | +17.9% | -9.6% | +5.3% |
| YTD | +1.7% | +33.7% | -32.0% | -2.5% |
| 1Y | -6.8% | +95.6% | -102.4% | -14.1% |
| 3Y | +73.4% | +458.1% | -384.7% | +41.1% |
| 5Y | +161.2% | +329.0% | -167.8% | +111.2% |
| 10Y | +819.5% | +588.2% | +231.3% | +530.8% |
| All | +2,858.1% | +589.9% | +2,268.3% | +1,486.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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