+158.8%
PGR vs M
+28.6%
+130.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.7% | -7.0% | +0.4% |
| 7D | -0.6% | -4.2% | +3.6% | -0.5% |
| 30D | +4.9% | -7.2% | +12.1% | +5.2% |
| 3M | +7.6% | -11.1% | +18.8% | +8.1% |
| 6M | +8.3% | +28.8% | -20.5% | +6.9% |
| YTD | +1.7% | +2.0% | -0.3% | +1.4% |
| 1Y | -6.8% | +31.3% | -38.1% | -8.4% |
| 3Y | +73.4% | +119.1% | -45.6% | +62.1% |
| All | +158.8% | +28.6% | +130.2% | +153.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling