+158.8%
PGR vs TRI
-10.0%
+168.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.1% | +0.3% |
| 7D | -0.6% | -7.9% | +7.3% | +0.9% |
| 30D | +4.9% | -4.5% | +9.4% | +5.8% |
| 3M | +7.6% | +22.1% | -14.5% | +3.2% |
| 6M | +8.3% | -2.8% | +11.0% | +7.4% |
| YTD | +1.7% | -23.4% | +25.1% | +6.6% |
| 1Y | -6.8% | -41.5% | +34.7% | +4.3% |
| 3Y | +73.4% | -19.2% | +92.7% | +73.6% |
| All | +158.8% | -10.0% | +168.8% | +136.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling