+42,489.9%
PGR vs MOD
+3,565.2%
+38,924.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.3% | -6.5% | -2.7% |
| 7D | +0.1% | +9.6% | -9.4% | -1.0% |
| 30D | +2.9% | 0.0% | +2.9% | +2.7% |
| 3M | +12.1% | -35.4% | +47.5% | +17.0% |
| 6M | +3.7% | -7.3% | +10.9% | +2.0% |
| YTD | +2.4% | +45.8% | -43.4% | -5.9% |
| 1Y | -6.4% | +43.1% | -49.5% | -14.7% |
| 3Y | +76.8% | +297.7% | -220.9% | +30.0% |
| 5Y | +154.3% | +1,478.8% | -1,324.4% | +45.4% |
| 10Y | +790.1% | +1,633.4% | -843.3% | +339.0% |
| All | +42,489.9% | +3,565.2% | +38,924.6% | +15,316.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling