+158.8%
PGR vs TNA
-23.3%
+182.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.6% |
| 7D | -0.6% | -7.3% | +6.7% | -0.2% |
| 30D | +4.9% | -14.2% | +19.1% | +5.9% |
| 3M | +7.6% | -4.6% | +12.2% | +7.7% |
| 6M | +8.3% | +36.9% | -28.7% | +5.1% |
| YTD | +1.7% | +42.5% | -40.8% | -1.9% |
| 1Y | -6.8% | +45.8% | -52.6% | -10.7% |
| 3Y | +73.4% | +104.7% | -31.2% | +54.6% |
| All | +158.8% | -23.3% | +182.1% | +140.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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