+73.4%
PGR vs HDB
-26.2%
+99.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.9% | -6.2% | +0.3% |
| 7D | -0.6% | +0.7% | -1.3% | -0.7% |
| 30D | +4.9% | +1.0% | +3.9% | +4.9% |
| 3M | +7.6% | -2.0% | +9.6% | +7.5% |
| 6M | +8.3% | -18.1% | +26.4% | +9.2% |
| YTD | +1.7% | -36.1% | +37.9% | +4.3% |
| 1Y | -6.8% | -34.0% | +27.2% | -4.7% |
| 3Y | +73.4% | -26.7% | +100.1% | +77.7% |
| All | +73.4% | -26.2% | +99.7% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 3y: compounded portfolio wealth divided by compounded HDB 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…
3y analysis · Full analysis span regression · 6 months rolling