+157.1%
PGR vs IBB
+17.9%
+139.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.5% |
| 7D | -3.4% | -5.2% | +1.8% | -2.6% |
| 30D | +1.8% | +1.5% | +0.4% | +1.5% |
| 3M | +5.9% | +22.1% | -16.2% | +2.5% |
| 6M | +4.6% | +17.7% | -13.2% | +1.6% |
| YTD | +1.1% | +20.2% | -19.1% | -2.3% |
| 1Y | -6.6% | +44.4% | -51.0% | -13.3% |
| 3Y | +74.2% | +61.1% | +13.1% | +55.8% |
| All | +157.1% | +17.9% | +139.1% | +129.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling