+598.5%
PGR vs IR
+274.4%
+324.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.7% |
| 7D | -2.7% | -1.9% | -0.8% | -2.3% |
| 30D | +0.7% | -15.0% | +15.8% | +3.9% |
| 3M | +7.7% | -0.4% | +8.2% | +7.3% |
| 6M | +4.3% | -15.0% | +19.4% | +6.9% |
| YTD | +0.7% | -7.1% | +7.8% | +0.9% |
| 1Y | -5.7% | -7.5% | +1.9% | -5.5% |
| 3Y | +73.7% | +6.3% | +67.4% | +64.4% |
| 5Y | +158.4% | +37.3% | +121.1% | +126.3% |
| All | +598.5% | +274.4% | +324.2% | +397.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling