+805.9%
PGR vs MOS
+13.3%
+792.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.6% |
| 7D | -3.4% | +0.5% | -3.9% | -3.5% |
| 30D | +1.8% | +10.9% | -9.1% | +0.5% |
| 3M | +5.9% | +29.2% | -23.3% | +2.5% |
| 6M | +4.6% | -2.3% | +6.8% | +4.0% |
| YTD | +1.1% | +8.3% | -7.3% | -1.0% |
| 1Y | -6.6% | -21.2% | +14.6% | -5.0% |
| 3Y | +74.2% | -25.9% | +100.2% | +75.7% |
| 5Y | +159.5% | -9.4% | +168.9% | +147.5% |
| All | +805.9% | +13.3% | +792.6% | +693.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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