+1,637.9%
PGR vs MKTX
+1,442.6%
+195.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | -0.6% | -0.2% | -0.4% | -0.6% |
| 30D | +4.9% | +0.7% | +4.2% | +4.8% |
| 3M | +7.6% | +40.8% | -33.2% | -1.6% |
| 6M | +8.3% | -8.0% | +16.2% | +8.8% |
| YTD | +1.7% | -8.7% | +10.5% | +2.3% |
| 1Y | -6.8% | -11.8% | +5.0% | -5.7% |
| 3Y | +73.4% | -24.0% | +97.5% | +76.0% |
| 5Y | +161.2% | -60.3% | +221.5% | +201.1% |
| 10Y | +819.5% | +5.0% | +814.5% | +691.8% |
| All | +1,637.9% | +1,442.6% | +195.3% | +501.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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