+19.3%
PGR vs TEM
-11.1%
+30.4%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.8% | +5.3% | +2.4% |
| 7D | +4.1% | -1.3% | +5.4% | +4.0% |
| 30D | +10.4% | -9.5% | +19.9% | +10.5% |
| 3M | +11.4% | +60.7% | -49.3% | +12.6% |
| 6M | +17.9% | +35.5% | -17.6% | +19.0% |
| YTD | +9.8% | +28.0% | -18.3% | +11.2% |
| 1Y | +19.3% | -10.5% | +29.8% | +18.9% |
| All | +19.3% | -11.1% | +30.4% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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