+158.8%
PGR vs TAP
-0.1%
+158.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.4% |
| 7D | -0.6% | -3.9% | +3.3% | +0.1% |
| 30D | +4.9% | -5.3% | +10.2% | +5.9% |
| 3M | +7.6% | -3.8% | +11.4% | +8.3% |
| 6M | +8.3% | -11.4% | +19.6% | +10.2% |
| YTD | +1.7% | -13.7% | +15.5% | +3.8% |
| 1Y | -6.8% | -17.2% | +10.3% | -4.5% |
| 3Y | +73.4% | -33.1% | +106.5% | +81.9% |
| All | +158.8% | -0.1% | +158.9% | +149.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 5y: compounded portfolio wealth divided by compounded TAP 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…
5y analysis · Full analysis span regression · 6 months rolling