+5,135.8%
PGR vs INSM
-19.1%
+5,155.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.6% |
| 7D | -0.6% | +2.5% | -3.1% | -0.7% |
| 30D | +4.9% | -2.2% | +7.1% | +5.0% |
| 3M | +7.6% | +33.8% | -26.2% | +6.6% |
| 6M | +8.3% | -7.2% | +15.4% | +8.1% |
| YTD | +1.7% | -25.6% | +27.4% | +2.1% |
| 1Y | -6.8% | -11.2% | +4.4% | -7.0% |
| 3Y | +73.4% | +388.3% | -314.9% | +62.5% |
| 5Y | +161.2% | +376.6% | -215.4% | +143.0% |
| 10Y | +819.5% | +881.9% | -62.4% | +715.3% |
| All | +5,135.8% | -19.1% | +5,155.0% | +4,335.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling