+2,176.3%
PGR vs IAG
+368.4%
+1,808.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.4% |
| 7D | -3.4% | -4.1% | +0.6% | -3.2% |
| 30D | +1.8% | +10.6% | -8.8% | +1.3% |
| 3M | +5.9% | +35.4% | -29.5% | +4.1% |
| 6M | +4.6% | -9.5% | +14.1% | +4.5% |
| YTD | +1.1% | +21.8% | -20.8% | -0.8% |
| 1Y | -6.6% | +84.1% | -90.7% | -10.5% |
| 3Y | +74.2% | +817.4% | -743.1% | +51.1% |
| 5Y | +159.5% | +830.1% | -670.6% | +119.6% |
| 10Y | +813.4% | +413.8% | +399.6% | +662.9% |
| All | +2,176.3% | +368.4% | +1,808.0% | +1,576.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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