+7,191.3%
PGR vs IBN
+1,454.8%
+5,736.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -3.4% | -5.5% | +2.0% | -2.5% |
| 30D | +1.8% | -3.4% | +5.2% | +2.4% |
| 3M | +5.9% | +8.7% | -2.8% | +4.3% |
| 6M | +4.6% | +3.7% | +0.8% | +3.6% |
| YTD | +1.1% | -2.4% | +3.4% | +1.1% |
| 1Y | -6.6% | -8.1% | +1.5% | -5.6% |
| 3Y | +74.2% | +26.3% | +47.9% | +65.3% |
| 5Y | +159.5% | +54.9% | +104.6% | +135.5% |
| 10Y | +813.4% | +311.8% | +501.6% | +564.3% |
| All | +7,191.3% | +1,454.8% | +5,736.6% | +3,859.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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