+154.8%
PGR vs MLM
+43.0%
+111.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | -2.6% | +1.4% | -4.0% | -2.9% |
| 30D | -0.2% | -6.5% | +6.3% | +1.2% |
| 3M | +7.4% | -7.4% | +14.8% | +8.8% |
| 6M | +2.1% | -15.8% | +18.0% | +5.4% |
| YTD | +0.5% | -17.4% | +17.9% | +3.6% |
| 1Y | -6.9% | -17.9% | +11.0% | -4.0% |
| 3Y | +73.2% | +18.9% | +54.3% | +59.0% |
| 5Y | +154.8% | +43.4% | +111.3% | +115.0% |
| All | +154.8% | +43.0% | +111.7% | +115.0% |
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