+19.6%
PGR vs TDG
-4.6%
+24.2%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.5% |
| 7D | +4.1% | +7.1% | -3.0% | +3.8% |
| 30D | +10.4% | +11.4% | -0.9% | +10.2% |
| 3M | +11.4% | -4.6% | +16.0% | +11.2% |
| 6M | +17.9% | +5.8% | +12.1% | +17.5% |
| YTD | +9.8% | -8.5% | +18.3% | +8.6% |
| All | +19.6% | -4.6% | +24.2% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 1y: compounded portfolio wealth divided by compounded TDG 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…
1y analysis · Full analysis span regression · 6 months rolling