+55.2%
PGR vs MAS
+60.2%
-5.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.5% | -4.6% | -0.3% |
| 7D | -2.7% | +3.3% | -6.0% | -2.9% |
| 30D | +4.6% | +25.5% | -20.8% | +3.9% |
| 3M | +5.7% | +11.8% | -6.1% | +5.2% |
| 6M | +17.4% | +21.3% | -3.9% | +16.6% |
| YTD | +6.4% | +37.7% | -31.3% | +5.3% |
| 1Y | +11.5% | +41.0% | -29.5% | +10.3% |
| 3Y | +55.2% | +63.0% | -7.8% | +73.8% |
| All | +55.2% | +60.2% | -5.0% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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