+158.8%
PGR vs OMC
+30.5%
+128.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.2% | +0.8% |
| 7D | -0.6% | -4.4% | +3.8% | +0.1% |
| 30D | +4.9% | -7.6% | +12.5% | +6.3% |
| 3M | +7.6% | +4.5% | +3.1% | +6.8% |
| 6M | +8.3% | -0.3% | +8.5% | +8.0% |
| YTD | +1.7% | -0.1% | +1.9% | +1.3% |
| 1Y | -6.8% | +4.6% | -11.5% | -8.1% |
| 3Y | +73.4% | +10.5% | +63.0% | +66.7% |
| All | +158.8% | +30.5% | +128.3% | +130.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling