+32,743.2%
PGR vs M
+383.6%
+32,359.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.4% |
| 7D | -2.6% | +2.4% | -4.9% | -2.9% |
| 30D | -0.2% | -11.6% | +11.4% | +1.8% |
| 3M | +7.4% | +1.6% | +5.7% | +6.6% |
| 6M | +2.1% | +25.2% | -23.1% | -2.3% |
| YTD | +0.5% | +3.8% | -3.3% | -1.3% |
| 1Y | -6.9% | +36.3% | -43.3% | -13.1% |
| 3Y | +73.2% | +116.3% | -43.2% | +41.7% |
| 5Y | +154.8% | +28.2% | +126.6% | +113.9% |
| 10Y | +786.4% | -3.4% | +789.8% | +567.7% |
| All | +32,743.2% | +383.6% | +32,359.6% | +15,235.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling