+1,503.6%
PGR vs INDA
+109.4%
+1,394.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.4% |
| 7D | -0.6% | -2.7% | +2.1% | +0.2% |
| 30D | +4.9% | -2.8% | +7.7% | +5.8% |
| 3M | +7.6% | +1.6% | +6.0% | +7.0% |
| 6M | +8.3% | -1.4% | +9.7% | +8.3% |
| YTD | +1.7% | -10.1% | +11.9% | +4.8% |
| 1Y | -6.8% | -8.8% | +1.9% | -4.7% |
| 3Y | +73.4% | +7.6% | +65.8% | +67.0% |
| 5Y | +161.2% | +5.8% | +155.4% | +151.4% |
| 10Y | +819.5% | +84.0% | +735.5% | +610.3% |
| All | +1,503.6% | +109.4% | +1,394.3% | +1,064.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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