+42,489.9%
PGR vs MOS
+155.8%
+42,334.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.4% |
| 7D | +0.1% | +9.5% | -9.4% | -1.4% |
| 30D | +2.9% | +10.4% | -7.5% | +1.1% |
| 3M | +12.1% | +12.9% | -0.8% | +9.3% |
| 6M | +3.7% | +1.2% | +2.4% | +2.1% |
| YTD | +2.4% | +9.3% | -7.0% | -0.8% |
| 1Y | -6.4% | -18.0% | +11.6% | -5.0% |
| 3Y | +76.8% | -29.0% | +105.8% | +79.6% |
| 5Y | +154.3% | -9.6% | +163.9% | +138.8% |
| 10Y | +790.1% | +6.1% | +784.0% | +640.0% |
| All | +42,489.9% | +155.8% | +42,334.1% | +22,638.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling