+42,489.9%
PGR vs MAS
+1,430.5%
+41,059.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.7% |
| 7D | +0.1% | -0.8% | +0.9% | +0.3% |
| 30D | +2.9% | -5.6% | +8.5% | +4.4% |
| 3M | +12.1% | +4.4% | +7.7% | +10.0% |
| 6M | +3.7% | +7.2% | -3.5% | +0.3% |
| YTD | +2.4% | +16.1% | -13.8% | -3.5% |
| 1Y | -6.4% | +0.1% | -6.5% | -8.3% |
| 3Y | +76.8% | +28.3% | +48.5% | +57.2% |
| 5Y | +154.3% | +30.5% | +123.9% | +119.9% |
| 10Y | +790.1% | +139.1% | +650.9% | +529.2% |
| All | +42,489.9% | +1,430.5% | +41,059.4% | +16,079.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling