+811.9%
PGR vs TMF
-86.4%
+898.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.7% |
| 7D | -0.6% | -5.1% | +4.5% | -0.9% |
| 30D | +4.9% | -4.6% | +9.5% | +4.7% |
| 3M | +7.6% | -16.6% | +24.2% | +6.5% |
| 6M | +8.3% | -19.9% | +28.1% | +7.0% |
| YTD | +1.7% | -20.2% | +21.9% | +0.5% |
| 1Y | -6.8% | -27.7% | +20.9% | -8.4% |
| 3Y | +73.4% | -43.9% | +117.4% | +69.1% |
| 5Y | +161.2% | -88.4% | +249.6% | +126.9% |
| All | +811.9% | -86.4% | +898.3% | +773.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling