+73.4%
PGR vs M
+112.2%
-38.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.7% | -7.0% | +0.7% |
| 7D | -0.6% | -4.2% | +3.6% | -0.6% |
| 30D | +4.9% | -7.2% | +12.1% | +4.9% |
| 3M | +7.6% | -11.1% | +18.8% | +7.6% |
| 6M | +8.3% | +28.8% | -20.5% | +8.3% |
| YTD | +1.7% | +2.0% | -0.3% | +1.8% |
| 1Y | -6.8% | +31.3% | -38.1% | -6.8% |
| 3Y | +73.4% | +119.1% | -45.6% | +83.1% |
| All | +73.4% | +112.2% | -38.8% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 3y: compounded portfolio wealth divided by compounded M 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…
3y analysis · Full analysis span regression · 6 months rolling