+10,218.6%
PGR vs IRM
+9,623.5%
+595.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.8% |
| 7D | -3.4% | -1.8% | -1.6% | -3.0% |
| 30D | +1.8% | -7.8% | +9.6% | +3.6% |
| 3M | +5.9% | -7.9% | +13.8% | +7.5% |
| 6M | +4.6% | +6.3% | -1.8% | +1.9% |
| YTD | +1.1% | +38.2% | -37.1% | -8.2% |
| 1Y | -6.6% | +19.8% | -26.4% | -12.5% |
| 3Y | +74.2% | +98.8% | -24.5% | +39.9% |
| 5Y | +159.5% | +191.8% | -32.3% | +85.5% |
| 10Y | +813.4% | +428.8% | +384.7% | +433.2% |
| All | +10,218.6% | +9,623.5% | +595.0% | +3,431.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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