+44,178.3%
PGR vs MAS
+1,715.7%
+42,462.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.5% | -4.6% | -1.3% |
| 7D | -2.7% | +3.3% | -6.0% | -3.6% |
| 30D | +4.6% | +25.5% | -20.8% | -1.6% |
| 3M | +5.7% | +11.8% | -6.1% | +2.4% |
| 6M | +17.4% | +21.3% | -3.9% | +10.4% |
| YTD | +6.4% | +37.7% | -31.3% | -4.3% |
| 1Y | +11.5% | +41.0% | -29.5% | -0.4% |
| 3Y | +55.2% | +63.0% | -7.8% | +29.5% |
| 5Y | +166.3% | +44.1% | +122.2% | +124.6% |
| 10Y | +836.6% | +224.3% | +612.3% | +510.4% |
| All | +44,178.3% | +1,715.7% | +42,462.6% | +15,943.5% |
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