+173.5%
PGR vs MLM
+28.3%
+145.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.1% |
| 7D | +1.0% | -2.0% | +3.0% | +1.4% |
| 30D | +5.7% | +9.5% | -3.9% | +3.6% |
| 3M | +13.6% | -4.7% | +18.3% | +14.6% |
| 6M | +18.8% | -10.7% | +29.5% | +21.1% |
| YTD | +10.1% | -16.6% | +26.7% | +13.3% |
| 1Y | +13.0% | -15.4% | +28.4% | +15.7% |
| 3Y | +60.6% | +15.9% | +44.6% | +48.3% |
| 5Y | +173.5% | +27.1% | +146.4% | +131.1% |
| All | +173.5% | +28.3% | +145.2% | +131.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling