+1,921.8%
PGR vs ITOT
+887.7%
+1,034.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | 0.0% |
| 7D | -0.6% | -0.9% | +0.3% | +0.1% |
| 30D | +4.9% | -1.5% | +6.4% | +6.2% |
| 3M | +7.6% | +3.6% | +4.1% | +4.0% |
| 6M | +8.3% | +13.7% | -5.4% | -3.9% |
| YTD | +1.7% | +12.9% | -11.2% | -9.5% |
| 1Y | -6.8% | +17.2% | -24.0% | -20.0% |
| 3Y | +73.4% | +75.6% | -2.2% | +1.7% |
| 5Y | +161.2% | +75.5% | +85.7% | +48.4% |
| 10Y | +819.5% | +302.0% | +517.5% | +122.7% |
| All | +1,921.8% | +887.7% | +1,034.1% | +84.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling