+811.9%
PGR vs RF
+342.9%
+469.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | -0.6% | -1.0% | +0.3% | -0.4% |
| 30D | +4.9% | -3.7% | +8.6% | +5.8% |
| 3M | +7.6% | +5.3% | +2.3% | +6.2% |
| 6M | +8.3% | +17.2% | -9.0% | +4.2% |
| YTD | +1.7% | +14.5% | -12.7% | -1.8% |
| 1Y | -6.8% | +15.9% | -22.8% | -10.5% |
| 3Y | +73.4% | +91.2% | -17.7% | +45.7% |
| 5Y | +161.2% | +90.0% | +71.2% | +115.7% |
| All | +811.9% | +342.9% | +469.0% | +509.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling