+19.3%
PGR vs IRE
-97.6%
+116.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -23.2% | +25.7% | +1.6% |
| 7D | +4.1% | -46.8% | +50.9% | +2.2% |
| 30D | +10.4% | -75.5% | +85.9% | +6.2% |
| 3M | +11.4% | -79.4% | +90.8% | +7.2% |
| 6M | +17.9% | -91.3% | +109.2% | +12.9% |
| YTD | +9.8% | -90.8% | +100.6% | +7.1% |
| 1Y | +19.3% | -97.7% | +117.0% | +13.6% |
| All | +19.3% | -97.6% | +116.8% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling