+811.9%
PGR vs IVZ
+65.9%
+746.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.5% |
| 7D | -0.6% | -2.4% | +1.8% | -0.2% |
| 30D | +4.9% | +3.0% | +1.9% | +4.4% |
| 3M | +7.6% | +14.9% | -7.2% | +4.8% |
| 6M | +8.3% | +36.7% | -28.5% | +2.0% |
| YTD | +1.7% | +25.7% | -23.9% | -3.1% |
| 1Y | -6.8% | +47.7% | -54.5% | -14.0% |
| 3Y | +73.4% | +138.8% | -65.4% | +42.4% |
| 5Y | +161.2% | +62.1% | +99.1% | +126.7% |
| All | +811.9% | +65.9% | +746.0% | +654.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling