+33,465.8%
PGR vs TRMB
+3,275.2%
+30,190.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.8% | +0.5% |
| 7D | -0.6% | -3.0% | +2.4% | -0.3% |
| 30D | +4.9% | +2.3% | +2.6% | +4.7% |
| 3M | +7.6% | +15.3% | -7.7% | +5.8% |
| 6M | +8.3% | -14.7% | +23.0% | +10.0% |
| YTD | +1.7% | -26.4% | +28.1% | +5.0% |
| 1Y | -6.8% | -30.4% | +23.6% | -3.4% |
| 3Y | +73.4% | +13.5% | +59.9% | +68.0% |
| 5Y | +161.2% | -38.6% | +199.8% | +168.9% |
| 10Y | +819.5% | +121.8% | +697.7% | +701.7% |
| All | +33,465.8% | +3,275.2% | +30,190.6% | +19,604.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 all: compounded portfolio wealth divided by compounded TRMB 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…
all analysis · Full analysis span regression · 6 months rolling