+1,503.6%
PGR vs TDG
+13,008.0%
-11,504.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.3% |
| 7D | -0.6% | -1.9% | +1.3% | -0.1% |
| 30D | +4.9% | -7.7% | +12.6% | +7.4% |
| 3M | +7.6% | -9.3% | +17.0% | +10.5% |
| 6M | +8.3% | -9.4% | +17.6% | +10.4% |
| YTD | +1.7% | -14.3% | +16.0% | +5.2% |
| 1Y | -6.8% | -11.8% | +5.0% | -4.6% |
| 3Y | +73.4% | +52.0% | +21.5% | +47.6% |
| 5Y | +161.2% | +128.8% | +32.4% | +91.5% |
| 10Y | +819.5% | +543.8% | +275.7% | +316.0% |
| All | +1,503.6% | +13,008.0% | -11,504.4% | +105.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling