+3.9%
PGR vs IRE
-85.3%
+89.1%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.8% | +8.1% | +0.1% |
| 7D | -3.4% | +7.9% | -11.4% | -3.1% |
| 30D | +1.8% | +9.3% | -7.5% | +2.5% |
| 3M | +5.9% | -52.3% | +58.3% | +5.6% |
| 6M | +4.6% | -38.5% | +43.0% | +6.2% |
| YTD | +1.1% | -54.8% | +55.9% | +3.1% |
| All | +3.9% | -85.3% | +89.1% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling