+811.9%
PGR vs IBB
+125.5%
+686.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.5% | +0.6% |
| 7D | -0.6% | -4.2% | +3.6% | +0.7% |
| 30D | +4.9% | +1.1% | +3.8% | +4.5% |
| 3M | +7.6% | +19.0% | -11.4% | +2.0% |
| 6M | +8.3% | +18.9% | -10.6% | +2.2% |
| YTD | +1.7% | +20.3% | -18.6% | -4.5% |
| 1Y | -6.8% | +41.5% | -48.3% | -17.3% |
| 3Y | +73.4% | +60.3% | +13.2% | +45.2% |
| 5Y | +161.2% | +18.7% | +142.5% | +141.9% |
| All | +811.9% | +125.5% | +686.4% | +560.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling