+41,953.0%
PGR vs HST
+1,336.5%
+40,616.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.2% |
| 7D | -3.4% | +0.7% | -4.1% | -3.6% |
| 30D | +1.8% | -0.7% | +2.5% | +1.9% |
| 3M | +5.9% | -4.0% | +9.9% | +6.7% |
| 6M | +4.6% | +20.7% | -16.1% | -0.6% |
| YTD | +1.1% | +31.0% | -30.0% | -6.0% |
| 1Y | -6.6% | +36.2% | -42.8% | -14.1% |
| 3Y | +74.2% | +66.6% | +7.6% | +49.6% |
| 5Y | +159.5% | +75.8% | +83.7% | +113.3% |
| 10Y | +813.4% | +108.0% | +705.5% | +561.2% |
| All | +41,953.0% | +1,336.5% | +40,616.5% | +16,386.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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