+605.4%
PGR vs IR
+271.1%
+334.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -0.6% | -4.5% | +3.9% | +0.3% |
| 30D | +4.9% | -13.9% | +18.9% | +8.0% |
| 3M | +7.6% | -0.3% | +8.0% | +7.3% |
| 6M | +8.3% | -14.3% | +22.6% | +10.8% |
| YTD | +1.7% | -7.9% | +9.6% | +2.1% |
| 1Y | -6.8% | -9.9% | +3.0% | -6.2% |
| 3Y | +73.4% | +6.5% | +66.9% | +64.1% |
| 5Y | +161.2% | +34.0% | +127.2% | +129.9% |
| All | +605.4% | +271.1% | +334.3% | +402.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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