-6.8%
PGR vs TPR
+12.3%
-19.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +0.7% |
| 7D | -0.6% | -3.0% | +2.4% | -0.6% |
| 30D | +4.9% | -22.6% | +27.6% | +4.6% |
| 3M | +7.6% | -18.2% | +25.8% | +7.7% |
| 6M | +8.3% | -18.0% | +26.2% | +8.4% |
| YTD | +1.7% | -6.4% | +8.1% | +1.3% |
| 1Y | -6.8% | +12.3% | -19.2% | -7.3% |
| All | -6.8% | +12.3% | -19.2% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 1y: compounded portfolio wealth divided by compounded TPR 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…
1y analysis · Full analysis span regression · 6 months rolling