+2,030.9%
PGR vs TCOM
+2,557.8%
-527.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | +0.6% |
| 7D | -0.6% | -4.9% | +4.3% | 0.0% |
| 30D | +4.9% | -14.4% | +19.3% | +6.8% |
| 3M | +7.6% | -17.7% | +25.3% | +9.9% |
| 6M | +8.3% | -25.1% | +33.4% | +11.6% |
| YTD | +1.7% | -45.7% | +47.5% | +8.5% |
| 1Y | -6.8% | -47.9% | +41.0% | -0.3% |
| 3Y | +73.4% | +8.9% | +64.5% | +65.8% |
| 5Y | +161.2% | +26.9% | +134.4% | +134.5% |
| 10Y | +819.5% | -11.2% | +830.7% | +720.2% |
| All | +2,030.9% | +2,557.8% | -527.0% | +993.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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