+19.3%
PGR vs ITOT
+14.7%
+4.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +0.9% | +3.2% |
| 7D | +4.1% | -0.7% | +4.7% | +3.7% |
| 30D | +10.4% | -1.1% | +11.5% | +9.9% |
| 3M | +11.4% | -0.8% | +12.2% | +11.0% |
| 6M | +17.9% | +7.0% | +10.9% | +21.0% |
| YTD | +9.8% | +13.3% | -3.6% | +14.4% |
| 1Y | +19.3% | +14.8% | +4.4% | +24.5% |
| All | +19.3% | +14.7% | +4.6% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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