+19.3%
PGR vs MTB
+27.0%
-7.7%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.3% | +2.4% |
| 7D | +4.1% | +2.0% | +2.0% | +4.0% |
| 30D | +10.4% | +2.9% | +7.5% | +10.3% |
| 3M | +11.4% | -10.7% | +22.1% | +11.2% |
| 6M | +17.9% | +6.3% | +11.6% | +16.5% |
| YTD | +9.8% | +13.8% | -4.0% | +8.6% |
| 1Y | +19.3% | +27.7% | -8.5% | +17.9% |
| All | +19.3% | +27.0% | -7.7% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling