+811.9%
PGR vs MLM
+213.9%
+598.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.4% |
| 7D | -0.6% | -0.9% | +0.3% | -0.4% |
| 30D | +4.9% | -6.1% | +11.0% | +6.2% |
| 3M | +7.6% | -9.7% | +17.3% | +9.7% |
| 6M | +8.3% | -14.4% | +22.7% | +11.2% |
| YTD | +1.7% | -17.7% | +19.5% | +5.0% |
| 1Y | -6.8% | -18.7% | +11.9% | -3.7% |
| 3Y | +73.4% | +18.1% | +55.3% | +63.1% |
| 5Y | +161.2% | +42.3% | +118.9% | +131.9% |
| All | +811.9% | +213.9% | +598.0% | +597.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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