+173.5%
PGR vs MOS
-32.9%
+206.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.4% | +1.2% |
| 7D | +1.0% | -2.6% | +3.5% | +1.2% |
| 30D | +5.7% | +13.5% | -7.8% | +4.5% |
| 3M | +13.6% | -2.9% | +16.5% | +13.6% |
| 6M | +18.8% | -1.0% | +19.8% | +18.3% |
| YTD | +10.1% | -7.2% | +17.3% | +9.5% |
| 1Y | +13.0% | -11.4% | +24.4% | +12.9% |
| 3Y | +60.6% | -29.0% | +89.6% | +61.5% |
| 5Y | +173.5% | -34.0% | +207.5% | +167.6% |
| All | +173.5% | -32.9% | +206.5% | +167.6% |
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 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