+2,265.8%
PGR vs TMF
-68.9%
+2,334.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.8% | -1.9% |
| 7D | -2.6% | +1.0% | -3.5% | -2.5% |
| 30D | -0.2% | -1.8% | +1.6% | -0.4% |
| 3M | +7.4% | -8.2% | +15.6% | +6.5% |
| 6M | +2.1% | -19.5% | +21.6% | 0.0% |
| YTD | +0.5% | -16.0% | +16.4% | -1.1% |
| 1Y | -6.9% | -22.5% | +15.5% | -9.1% |
| 3Y | +73.2% | -42.3% | +115.4% | +66.6% |
| 5Y | +154.8% | -87.7% | +242.4% | +107.6% |
| 10Y | +786.4% | -86.5% | +872.9% | +680.9% |
| All | +2,265.8% | -68.9% | +2,334.7% | +2,828.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling