+811.9%
PGR vs TRGP
+863.3%
-51.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.2% | +0.7% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | +4.9% | +8.0% | -3.1% | +4.0% |
| 3M | +7.6% | +8.3% | -0.6% | +6.5% |
| 6M | +8.3% | +23.9% | -15.7% | +5.4% |
| YTD | +1.7% | +59.6% | -57.9% | -3.8% |
| 1Y | -6.8% | +79.4% | -86.3% | -13.2% |
| 3Y | +73.4% | +269.4% | -196.0% | +48.5% |
| 5Y | +161.2% | +641.6% | -480.4% | +106.8% |
| All | +811.9% | +863.3% | -51.4% | +592.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 10y: compounded portfolio wealth divided by compounded TRGP 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…
10y analysis · Full analysis span regression · 6 months rolling