+73.4%
PGR vs OMC
+10.5%
+63.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.2% | +0.7% |
| 7D | -0.6% | -4.4% | +3.8% | -0.1% |
| 30D | +4.9% | -7.6% | +12.5% | +5.9% |
| 3M | +7.6% | +4.5% | +3.1% | +7.2% |
| 6M | +8.3% | -0.3% | +8.5% | +8.1% |
| YTD | +1.7% | -0.1% | +1.9% | +1.8% |
| 1Y | -6.8% | +4.6% | -11.5% | -7.3% |
| 3Y | +73.4% | +10.5% | +63.0% | +87.2% |
| All | +73.4% | +10.5% | +63.0% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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