+42,489.9%
PGR vs IP
+364.8%
+42,125.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -2.8% |
| 7D | +0.1% | -5.3% | +5.4% | +1.6% |
| 30D | +2.9% | -10.9% | +13.8% | +6.1% |
| 3M | +12.1% | +11.2% | +0.9% | +7.9% |
| 6M | +3.7% | -10.2% | +13.9% | +4.8% |
| YTD | +2.4% | -2.0% | +4.3% | +0.4% |
| 1Y | -6.4% | -19.1% | +12.7% | -3.7% |
| 3Y | +76.8% | +20.9% | +55.9% | +55.1% |
| 5Y | +154.3% | -17.8% | +172.1% | +146.4% |
| 10Y | +790.1% | +23.5% | +766.5% | +621.8% |
| All | +42,489.9% | +364.8% | +42,125.0% | +18,412.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling