-6.4%
PGR vs IVZ
+56.4%
-62.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.0% |
| 7D | +0.1% | +0.6% | -0.5% | +0.3% |
| 30D | +2.9% | +4.0% | -1.1% | +3.6% |
| 3M | +12.1% | +18.2% | -6.1% | +15.4% |
| 6M | +3.7% | +32.8% | -29.2% | +7.5% |
| YTD | +2.4% | +28.7% | -26.4% | +6.4% |
| 1Y | -6.4% | +55.4% | -61.7% | -1.0% |
| All | -6.4% | +56.4% | -62.8% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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