+73.4%
PGR vs ONON
-8.6%
+82.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.7% |
| 7D | -0.6% | -2.1% | +1.5% | -0.6% |
| 30D | +4.9% | -11.6% | +16.6% | +5.0% |
| 3M | +7.6% | -30.1% | +37.7% | +7.6% |
| 6M | +8.3% | -30.5% | +38.8% | +8.3% |
| YTD | +1.7% | -41.0% | +42.8% | +1.8% |
| 1Y | -6.8% | -36.7% | +29.8% | -6.8% |
| 3Y | +73.4% | -8.6% | +82.1% | +78.2% |
| All | +73.4% | -8.6% | +82.1% | +78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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