+147.9%
PGR vs S
-57.1%
+205.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -0.6% | -0.7% | 0.0% | -0.6% |
| 30D | +4.9% | -11.4% | +16.4% | +5.1% |
| 3M | +7.6% | +33.8% | -26.2% | +7.0% |
| 6M | +8.3% | +39.5% | -31.2% | +7.5% |
| YTD | +1.7% | +31.7% | -29.9% | +1.1% |
| 1Y | -6.8% | +7.0% | -13.8% | -7.2% |
| 3Y | +73.4% | +11.8% | +61.7% | +72.2% |
| 5Y | +161.2% | -69.0% | +230.2% | +160.7% |
| All | +147.9% | -57.1% | +205.0% | +148.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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