+138.7%
PGR vs IOT
+54.1%
+84.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.8% | +0.7% |
| 7D | -0.6% | -4.5% | +3.9% | -0.5% |
| 30D | +4.9% | -2.4% | +7.4% | +5.0% |
| 3M | +7.6% | +19.0% | -11.3% | +7.3% |
| 6M | +8.3% | +19.6% | -11.4% | +7.8% |
| YTD | +1.7% | +8.3% | -6.5% | +1.3% |
| 1Y | -6.8% | -0.8% | -6.0% | -7.2% |
| 3Y | +73.4% | +24.4% | +49.0% | +72.4% |
| All | +138.7% | +54.1% | +84.5% | +131.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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