+41,818.8%
PGR vs MSI
+3,963.1%
+37,855.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.4% |
| 7D | -2.7% | -4.0% | +1.3% | -1.8% |
| 30D | +0.7% | -0.5% | +1.2% | +0.8% |
| 3M | +7.7% | +11.4% | -3.7% | +5.1% |
| 6M | +4.3% | +1.0% | +3.3% | +3.8% |
| YTD | +0.7% | +20.7% | -19.9% | -3.9% |
| 1Y | -5.7% | -2.7% | -3.0% | -5.6% |
| 3Y | +73.7% | +68.2% | +5.5% | +52.7% |
| 5Y | +158.4% | +100.0% | +58.4% | +117.4% |
| 10Y | +810.5% | +596.9% | +213.6% | +476.1% |
| All | +41,818.8% | +3,963.1% | +37,855.7% | +15,026.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling