+5,429.5%
PGR vs IJR
+1,125.8%
+4,303.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.3% |
| 7D | -0.6% | -2.2% | +1.6% | +0.7% |
| 30D | +4.9% | -4.6% | +9.5% | +7.9% |
| 3M | +7.6% | +0.2% | +7.4% | +7.1% |
| 6M | +8.3% | +14.7% | -6.5% | -1.2% |
| YTD | +1.7% | +18.9% | -17.1% | -9.5% |
| 1Y | -6.8% | +19.9% | -26.8% | -18.0% |
| 3Y | +73.4% | +53.0% | +20.4% | +25.8% |
| 5Y | +161.2% | +40.9% | +120.4% | +94.7% |
| 10Y | +819.5% | +171.1% | +648.4% | +300.1% |
| All | +5,429.5% | +1,125.8% | +4,303.6% | +649.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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