+805.9%
PGR vs MOD
+1,465.6%
-659.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +0.5% |
| 7D | -3.4% | -3.9% | +0.5% | -3.3% |
| 30D | +1.8% | -9.6% | +11.4% | +2.2% |
| 3M | +5.9% | -30.6% | +36.5% | +7.4% |
| 6M | +4.6% | -10.9% | +15.5% | +3.9% |
| YTD | +1.1% | +34.3% | -33.2% | -2.7% |
| 1Y | -6.6% | +18.3% | -24.9% | -9.7% |
| 3Y | +74.2% | +281.9% | -207.7% | +46.9% |
| 5Y | +159.5% | +1,486.4% | -1,326.9% | +84.7% |
| All | +805.9% | +1,465.6% | -659.7% | +480.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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