+4.6%
PGR vs TEM
+12.1%
-7.6%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.5% | +0.3% |
| 7D | -3.4% | -9.2% | +5.7% | -3.5% |
| 30D | +1.8% | +5.5% | -3.7% | +1.1% |
| 3M | +5.9% | +18.7% | -12.8% | +6.4% |
| 6M | +4.6% | +15.4% | -10.8% | +3.1% |
| All | +4.6% | +12.1% | -7.6% | +3.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling