+1,519.2%
PGR vs MTSI
+1,115.0%
+404.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.6% | +5.7% | +0.4% |
| 7D | +3.5% | +10.0% | -6.5% | +3.1% |
| 30D | +10.5% | -20.3% | +30.8% | +11.2% |
| 3M | +12.9% | -24.4% | +37.4% | +13.7% |
| 6M | +20.4% | -39.2% | +59.6% | +22.1% |
| YTD | +10.3% | +35.5% | -25.2% | +5.9% |
| 1Y | +12.5% | +43.0% | -30.5% | +7.7% |
| 3Y | +59.3% | +196.3% | -137.0% | +42.0% |
| 5Y | +173.9% | +210.0% | -36.2% | +139.9% |
| 10Y | +837.6% | +469.1% | +368.5% | +631.2% |
| All | +1,519.2% | +1,115.0% | +404.2% | +1,069.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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