+2,774.9%
PGR vs TNA
+924.1%
+1,850.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.5% |
| 7D | -0.6% | -7.3% | +6.7% | +0.7% |
| 30D | +4.9% | -14.2% | +19.1% | +7.7% |
| 3M | +7.6% | -4.6% | +12.2% | +7.9% |
| 6M | +8.3% | +36.9% | -28.7% | +0.2% |
| YTD | +1.7% | +42.5% | -40.8% | -7.2% |
| 1Y | -6.8% | +45.8% | -52.6% | -16.4% |
| 3Y | +73.4% | +104.7% | -31.2% | +32.7% |
| 5Y | +161.2% | -21.7% | +182.9% | +120.3% |
| 10Y | +819.5% | +83.8% | +735.7% | +390.0% |
| All | +2,774.9% | +924.1% | +1,850.8% | +444.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling