+158.8%
PGR vs IT
-42.9%
+201.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.3% | -4.6% | -0.1% |
| 7D | -0.6% | -3.7% | +3.1% | -0.1% |
| 30D | +4.9% | +0.1% | +4.9% | +4.9% |
| 3M | +7.6% | +20.7% | -13.0% | +4.1% |
| 6M | +8.3% | +12.0% | -3.7% | +5.3% |
| YTD | +1.7% | -28.8% | +30.5% | +4.8% |
| 1Y | -6.8% | -25.5% | +18.7% | -4.9% |
| 3Y | +73.4% | -48.8% | +122.2% | +85.1% |
| All | +158.8% | -42.9% | +201.7% | +160.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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