+6,033.8%
PGR vs TDY
+7,056.0%
-1,022.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.6% | +0.4% |
| 7D | -0.6% | -1.1% | +0.5% | -0.4% |
| 30D | +4.9% | -12.0% | +17.0% | +7.9% |
| 3M | +7.6% | -3.2% | +10.8% | +8.1% |
| 6M | +8.3% | -7.9% | +16.1% | +9.5% |
| YTD | +1.7% | +18.2% | -16.5% | -3.0% |
| 1Y | -6.8% | +6.7% | -13.5% | -9.2% |
| 3Y | +73.4% | +47.5% | +25.9% | +55.5% |
| 5Y | +161.2% | +39.5% | +121.7% | +135.3% |
| 10Y | +819.5% | +477.2% | +342.3% | +491.8% |
| All | +6,033.8% | +7,056.0% | -1,022.2% | +2,794.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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