+18.8%
PGR vs TRI
-16.8%
+35.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -0.8% |
| 7D | +1.3% | +1.5% | -0.2% | +1.0% |
| 30D | +10.0% | +20.4% | -10.4% | +7.1% |
| 3M | +9.6% | +20.6% | -11.0% | +6.8% |
| 6M | +18.0% | +25.5% | -7.5% | +12.9% |
| YTD | +9.0% | -7.1% | +16.1% | +10.5% |
| 1Y | +18.8% | -14.7% | +33.5% | +21.0% |
| All | +18.8% | -16.8% | +35.6% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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