+42,489.9%
PGR vs RF
+1,537.4%
+40,952.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | +0.1% | +1.3% | -1.2% | -0.2% |
| 30D | +2.9% | -3.6% | +6.5% | +3.8% |
| 3M | +12.1% | +8.1% | +4.0% | +9.7% |
| 6M | +3.7% | +11.5% | -7.8% | +0.5% |
| YTD | +2.4% | +15.6% | -13.2% | -1.9% |
| 1Y | -6.4% | +15.7% | -22.0% | -10.4% |
| 3Y | +76.8% | +86.9% | -10.1% | +46.1% |
| 5Y | +154.3% | +89.8% | +64.5% | +105.1% |
| 10Y | +790.1% | +344.7% | +445.4% | +431.8% |
| All | +42,489.9% | +1,537.4% | +40,952.5% | +15,174.8% |
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