+72.3%
PGR vs TPR
+286.9%
-214.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.3% |
| 7D | -3.4% | -5.1% | +1.7% | -3.4% |
| 30D | +1.8% | -27.6% | +29.4% | +1.6% |
| 3M | +5.9% | -17.5% | +23.4% | +5.9% |
| 6M | +4.6% | -21.3% | +25.9% | +4.6% |
| YTD | +1.1% | -8.5% | +9.5% | +1.1% |
| 1Y | -6.6% | +11.5% | -18.0% | -6.6% |
| All | +72.3% | +286.9% | -214.6% | +83.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling