+158.4%
PGR vs MOS
-4.4%
+162.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | -2.7% | +1.7% | -4.3% | -2.8% |
| 30D | +0.7% | +11.7% | -11.0% | -0.2% |
| 3M | +7.7% | +23.2% | -15.4% | +5.8% |
| 6M | +4.3% | -1.6% | +6.0% | +4.0% |
| YTD | +0.7% | +10.8% | -10.1% | -0.9% |
| 1Y | -5.7% | -16.2% | +10.6% | -4.8% |
| 3Y | +73.7% | -24.2% | +97.9% | +75.0% |
| 5Y | +158.4% | -6.6% | +165.0% | +156.1% |
| All | +158.4% | -4.4% | +162.8% | +156.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling