+159.5%
PGR vs TMF
-88.5%
+248.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.2% |
| 7D | -3.4% | -4.8% | +1.3% | -3.5% |
| 30D | +1.8% | -4.9% | +6.7% | +1.7% |
| 3M | +5.9% | -13.4% | +19.3% | +5.6% |
| 6M | +4.6% | -23.0% | +27.6% | +3.9% |
| YTD | +1.1% | -20.2% | +21.2% | +0.6% |
| 1Y | -6.6% | -26.5% | +19.9% | -7.2% |
| 3Y | +74.2% | -45.2% | +119.4% | +71.5% |
| 5Y | +159.5% | -88.4% | +247.9% | +142.9% |
| All | +159.5% | -88.5% | +248.0% | +142.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling