+173.5%
PGR vs MOD
+815.4%
-641.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +0.8% |
| 7D | +1.0% | +16.1% | -15.1% | +1.1% |
| 30D | +5.7% | -38.5% | +44.2% | +5.6% |
| 3M | +13.6% | -46.8% | +60.4% | +13.5% |
| 6M | +18.8% | -61.6% | +80.4% | +18.9% |
| YTD | +10.1% | -20.5% | +30.7% | +7.8% |
| 1Y | +13.0% | -28.0% | +41.1% | +10.8% |
| 3Y | +60.6% | +134.9% | -74.4% | +42.8% |
| 5Y | +173.5% | +833.2% | -659.6% | +102.8% |
| All | +173.5% | +815.4% | -641.9% | +102.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling