+159.5%
PGR vs MSCI
-11.6%
+171.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | -3.4% | -4.7% | +1.3% | -2.7% |
| 30D | +1.8% | -2.2% | +4.0% | +2.2% |
| 3M | +5.9% | -9.7% | +15.6% | +7.5% |
| 6M | +4.6% | +0.3% | +4.3% | +4.3% |
| YTD | +1.1% | -3.5% | +4.6% | +1.2% |
| 1Y | -6.6% | -1.4% | -5.2% | -6.9% |
| 3Y | +74.2% | +6.6% | +67.6% | +69.8% |
| 5Y | +159.5% | -10.9% | +170.4% | +145.7% |
| All | +159.5% | -11.6% | +171.1% | +145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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