+811.9%
PGR vs IP
+18.4%
+793.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -0.6% | -7.7% | +7.1% | +1.0% |
| 30D | +4.9% | -15.5% | +20.5% | +8.5% |
| 3M | +7.6% | -0.6% | +8.2% | +7.3% |
| 6M | +8.3% | -8.8% | +17.0% | +9.0% |
| YTD | +1.7% | -9.6% | +11.3% | +2.1% |
| 1Y | -6.8% | -22.5% | +15.6% | -3.6% |
| 3Y | +73.4% | +13.4% | +60.0% | +55.6% |
| 5Y | +161.2% | -22.1% | +183.4% | +159.0% |
| All | +811.9% | +18.4% | +793.5% | +621.8% |
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