+13,675.7%
PGR vs MDY
+2,611.4%
+11,064.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.1% |
| 7D | -0.6% | -1.9% | +1.2% | +0.6% |
| 30D | +4.9% | -4.6% | +9.6% | +8.2% |
| 3M | +7.6% | -1.2% | +8.9% | +8.1% |
| 6M | +8.3% | +9.2% | -1.0% | +0.9% |
| YTD | +1.7% | +13.1% | -11.3% | -7.7% |
| 1Y | -6.8% | +13.0% | -19.9% | -15.8% |
| 3Y | +73.4% | +49.2% | +24.2% | +25.2% |
| 5Y | +161.2% | +47.2% | +114.0% | +85.2% |
| 10Y | +819.5% | +176.0% | +643.5% | +286.1% |
| All | +13,675.7% | +2,611.4% | +11,064.3% | +1,048.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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