+73.2%
PGR vs IP
+24.1%
+49.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.8% |
| 7D | -2.6% | +0.1% | -2.6% | -2.6% |
| 30D | -0.2% | -11.2% | +11.0% | +0.2% |
| 3M | +7.4% | +12.3% | -5.0% | +7.1% |
| 6M | +2.1% | -5.2% | +7.4% | +2.4% |
| YTD | +0.5% | -4.0% | +4.4% | +0.7% |
| 1Y | -6.9% | -19.2% | +12.3% | -6.3% |
| 3Y | +73.2% | +20.3% | +52.8% | +81.2% |
| All | +73.2% | +24.1% | +49.1% | +81.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling