+15.3%
PGR vs TEM
+46.9%
-31.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.5% | +0.4% |
| 7D | -3.4% | -9.2% | +5.7% | -3.3% |
| 30D | +1.8% | +5.5% | -3.7% | +1.6% |
| 3M | +5.9% | +18.7% | -12.8% | +5.5% |
| 6M | +4.6% | +15.4% | -10.8% | +4.0% |
| YTD | +1.1% | -0.5% | +1.6% | +0.8% |
| 1Y | -6.6% | -24.8% | +18.3% | -6.5% |
| All | +15.3% | +46.9% | -31.6% | +15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling