+73.4%
PGR vs INSM
+392.8%
-319.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.7% |
| 7D | -0.6% | +2.5% | -3.1% | -0.6% |
| 30D | +4.9% | -2.2% | +7.1% | +5.0% |
| 3M | +7.6% | +33.8% | -26.2% | +7.4% |
| 6M | +8.3% | -7.2% | +15.4% | +8.2% |
| YTD | +1.7% | -25.6% | +27.4% | +1.9% |
| 1Y | -6.8% | -11.2% | +4.4% | -6.9% |
| 3Y | +73.4% | +388.3% | -314.9% | +70.7% |
| All | +73.4% | +392.8% | -319.4% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 3y: compounded portfolio wealth divided by compounded INSM 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…
3y analysis · Full analysis span regression · 6 months rolling