+158.8%
PGR vs TRGP
+628.1%
-469.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.2% | +0.8% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | +4.9% | +8.0% | -3.1% | +3.5% |
| 3M | +7.6% | +8.3% | -0.6% | +6.0% |
| 6M | +8.3% | +23.9% | -15.7% | +4.0% |
| YTD | +1.7% | +59.6% | -57.9% | -6.6% |
| 1Y | -6.8% | +79.4% | -86.3% | -16.4% |
| 3Y | +73.4% | +269.4% | -196.0% | +34.2% |
| All | +158.8% | +628.1% | -469.3% | +83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling