+9,404.5%
PGR vs TD
+7,835.7%
+1,568.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.4% |
| 7D | -0.6% | -0.5% | -0.1% | -0.4% |
| 30D | +4.9% | -1.9% | +6.8% | +5.6% |
| 3M | +7.6% | +4.8% | +2.9% | +4.8% |
| 6M | +8.3% | +28.0% | -19.7% | -3.8% |
| YTD | +1.7% | +30.3% | -28.6% | -10.5% |
| 1Y | -6.8% | +59.8% | -66.6% | -25.4% |
| 3Y | +73.4% | +124.7% | -51.3% | +17.0% |
| 5Y | +161.2% | +127.0% | +34.3% | +72.8% |
| 10Y | +819.5% | +303.2% | +516.3% | +349.0% |
| All | +9,404.5% | +7,835.7% | +1,568.8% | +1,539.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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