+1,884.5%
PGR vs MSCI
+2,648.6%
-764.1%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +1.9% | -0.6% |
| 7D | -2.6% | -2.1% | -0.5% | -1.9% |
| 30D | -0.2% | -1.7% | +1.5% | +0.4% |
| 3M | +7.4% | -8.2% | +15.6% | +10.0% |
| 6M | +2.1% | -2.4% | +4.6% | +2.3% |
| YTD | +0.5% | -2.8% | +3.3% | +0.3% |
| 1Y | -6.9% | -2.7% | -4.3% | -7.5% |
| 3Y | +73.2% | +7.3% | +65.9% | +62.0% |
| 5Y | +154.8% | -11.4% | +166.2% | +144.7% |
| 10Y | +786.4% | +605.8% | +180.6% | +272.5% |
| All | +1,884.5% | +2,648.6% | -764.1% | +321.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling