+73.4%
PGR vs MKSI
+190.8%
-117.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.8% |
| 7D | -0.6% | +2.7% | -3.3% | -0.4% |
| 30D | +4.9% | -12.8% | +17.7% | +3.9% |
| 3M | +7.6% | -22.5% | +30.2% | +6.0% |
| 6M | +8.3% | +19.4% | -11.1% | +9.5% |
| YTD | +1.7% | +67.7% | -66.0% | +4.8% |
| 1Y | -6.8% | +131.4% | -138.3% | -2.6% |
| 3Y | +73.4% | +197.3% | -123.9% | +93.9% |
| All | +73.4% | +190.8% | -117.4% | +93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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