+73.4%
PGR vs MSI
+70.3%
+3.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | -0.6% | -0.4% | -0.2% | -0.5% |
| 30D | +4.9% | -0.8% | +5.7% | +5.1% |
| 3M | +7.6% | +13.9% | -6.3% | +3.7% |
| 6M | +8.3% | +1.3% | +6.9% | +7.3% |
| YTD | +1.7% | +22.3% | -20.6% | -4.6% |
| 1Y | -6.8% | -3.9% | -3.0% | -5.6% |
| 3Y | +73.4% | +69.9% | +3.6% | +58.6% |
| All | +73.4% | +70.3% | +3.1% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 3y: compounded portfolio wealth divided by compounded MSI 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…
3y analysis · Full analysis span regression · 6 months rolling