+45,785.7%
PGR vs MOD
+2,341.4%
+43,444.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +27.9% | -27.7% | -3.3% |
| 7D | +3.5% | +40.4% | -36.9% | -1.2% |
| 30D | +10.5% | -14.0% | +24.5% | +11.1% |
| 3M | +12.9% | -33.3% | +46.3% | +16.7% |
| 6M | +20.4% | -51.4% | +71.8% | +27.7% |
| YTD | +10.3% | +1.6% | +8.7% | +4.4% |
| 1Y | +12.5% | +5.4% | +7.1% | +5.4% |
| 3Y | +59.3% | +191.0% | -131.7% | +20.4% |
| 5Y | +173.9% | +1,093.1% | -919.3% | +59.6% |
| 10Y | +837.6% | +1,095.2% | -257.7% | +378.6% |
| All | +45,785.7% | +2,341.4% | +43,444.3% | +17,071.1% |
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