+811.9%
PGR vs MCO
+393.6%
+418.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -1.0% | +0.1% |
| 7D | -0.6% | -3.8% | +3.2% | +0.7% |
| 30D | +4.9% | -0.4% | +5.3% | +5.1% |
| 3M | +7.6% | +7.7% | -0.1% | +4.6% |
| 6M | +8.3% | +7.0% | +1.3% | +5.1% |
| YTD | +1.7% | -6.4% | +8.1% | +3.0% |
| 1Y | -6.8% | -7.6% | +0.8% | -5.5% |
| 3Y | +73.4% | +43.2% | +30.2% | +47.2% |
| 5Y | +161.2% | +29.6% | +131.7% | +125.1% |
| All | +811.9% | +393.6% | +418.3% | +387.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 10y: compounded portfolio wealth divided by compounded MCO 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…
10y analysis · Full analysis span regression · 6 months rolling