+71.8%
PGR vs RF
+87.8%
-16.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.3% |
| 7D | -2.7% | -0.1% | -2.5% | -2.6% |
| 30D | +0.7% | -4.0% | +4.8% | +1.1% |
| 3M | +7.7% | +5.6% | +2.2% | +7.0% |
| 6M | +4.3% | +13.1% | -8.8% | +2.8% |
| YTD | +0.7% | +13.6% | -12.8% | -0.8% |
| 1Y | -5.7% | +16.0% | -21.6% | -7.4% |
| All | +71.8% | +87.8% | -16.0% | +73.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling