+145.5%
PGR vs S
-57.7%
+203.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -2.7% | -1.2% | -1.4% | -2.6% |
| 30D | +0.7% | -12.6% | +13.3% | +0.9% |
| 3M | +7.7% | +27.6% | -19.8% | +7.2% |
| 6M | +4.3% | +35.5% | -31.2% | +3.6% |
| YTD | +0.7% | +29.6% | -28.9% | +0.1% |
| 1Y | -5.7% | +8.1% | -13.8% | -6.1% |
| 3Y | +73.7% | +14.8% | +58.9% | +72.3% |
| 5Y | +158.4% | -70.6% | +229.0% | +158.0% |
| All | +145.5% | -57.7% | +203.3% | +145.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling