+11,100.9%
PGR vs HIG
+986.0%
+10,114.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -0.6% | -1.5% | +0.8% | -0.2% |
| 30D | +4.9% | -0.4% | +5.3% | +5.0% |
| 3M | +7.6% | +6.7% | +1.0% | +6.0% |
| 6M | +8.3% | +2.0% | +6.3% | +7.9% |
| YTD | +1.7% | +0.3% | +1.4% | +1.8% |
| 1Y | -6.8% | +4.2% | -11.0% | -7.6% |
| 3Y | +73.4% | +102.2% | -28.8% | +46.4% |
| 5Y | +161.2% | +118.5% | +42.7% | +116.2% |
| 10Y | +819.5% | +311.1% | +508.3% | +523.9% |
| All | +11,100.9% | +986.0% | +10,114.9% | +3,230.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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