+12,734.1%
PGR vs IT
+5,878.5%
+6,855.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.3% | -4.6% | -0.3% |
| 7D | -0.6% | -3.7% | +3.1% | 0.0% |
| 30D | +4.9% | +0.1% | +4.9% | +4.8% |
| 3M | +7.6% | +20.7% | -13.0% | +3.0% |
| 6M | +8.3% | +12.0% | -3.7% | +4.5% |
| YTD | +1.7% | -28.8% | +30.5% | +6.0% |
| 1Y | -6.8% | -25.5% | +18.7% | -4.1% |
| 3Y | +73.4% | -48.8% | +122.2% | +87.6% |
| 5Y | +161.2% | -42.7% | +204.0% | +172.5% |
| 10Y | +819.5% | +102.5% | +717.0% | +630.2% |
| All | +12,734.1% | +5,878.5% | +6,855.6% | +5,674.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling