+45,785.8%
PGR vs RF
+1,453.4%
+44,332.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.2% |
| 7D | +3.5% | +1.9% | +1.6% | +3.0% |
| 30D | +10.5% | +7.3% | +3.1% | +8.5% |
| 3M | +12.9% | -7.9% | +20.9% | +15.2% |
| 6M | +20.4% | +10.5% | +9.9% | +17.1% |
| YTD | +10.3% | +9.6% | +0.6% | +7.1% |
| 1Y | +12.5% | +20.3% | -7.8% | +6.7% |
| 3Y | +59.3% | +119.5% | -60.3% | +26.8% |
| 5Y | +173.9% | +48.2% | +125.7% | +135.7% |
| 10Y | +837.6% | +234.3% | +603.3% | +503.9% |
| All | +45,785.8% | +1,453.4% | +44,332.3% | +16,573.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling