+42,231.2%
PGR vs MTB
+8,293.7%
+33,937.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.5% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | +4.9% | -4.8% | +9.7% | +6.7% |
| 3M | +7.6% | +6.0% | +1.7% | +5.0% |
| 6M | +8.3% | +19.6% | -11.4% | +0.8% |
| YTD | +1.7% | +21.5% | -19.7% | -6.1% |
| 1Y | -6.8% | +24.7% | -31.6% | -15.1% |
| 3Y | +73.4% | +108.6% | -35.1% | +25.9% |
| 5Y | +161.2% | +106.7% | +54.5% | +82.6% |
| 10Y | +819.5% | +172.5% | +647.0% | +410.7% |
| All | +42,231.2% | +8,293.7% | +33,937.4% | +7,053.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling