+828.6%
PGR vs IP
+22.3%
+806.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.0% |
| 7D | -0.5% | -2.8% | +2.2% | 0.0% |
| 30D | +6.0% | +9.2% | -3.2% | +4.1% |
| 3M | +10.0% | -16.1% | +26.2% | +13.7% |
| 6M | +18.7% | +9.6% | +9.1% | +15.3% |
| YTD | +9.2% | -8.8% | +18.0% | +9.2% |
| 1Y | +13.1% | -5.5% | +18.6% | +12.0% |
| 3Y | +59.2% | +19.6% | +39.6% | +40.5% |
| 5Y | +172.1% | -13.5% | +185.6% | +161.2% |
| 10Y | +828.6% | +22.4% | +806.2% | +632.4% |
| All | +828.6% | +22.3% | +806.4% | +632.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling