+41,818.8%
PGR vs TAP
+778.9%
+41,039.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | -2.7% | -5.1% | +2.4% | -1.7% |
| 30D | +0.7% | -8.4% | +9.2% | +2.5% |
| 3M | +7.7% | -3.9% | +11.7% | +8.5% |
| 6M | +4.3% | -14.4% | +18.7% | +7.2% |
| YTD | +0.7% | -14.7% | +15.5% | +3.4% |
| 1Y | -5.7% | -18.7% | +13.0% | -2.4% |
| 3Y | +73.7% | -32.6% | +106.3% | +84.6% |
| 5Y | +158.4% | -1.4% | +159.8% | +151.5% |
| 10Y | +810.5% | -50.4% | +860.9% | +872.5% |
| All | +41,818.8% | +778.9% | +41,039.9% | +28,321.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling