+158.8%
PGR vs TROW
-39.3%
+198.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.8% | +0.8% |
| 7D | -0.6% | -3.2% | +2.6% | -0.2% |
| 30D | +4.9% | -4.6% | +9.5% | +5.6% |
| 3M | +7.6% | -0.7% | +8.3% | +7.5% |
| 6M | +8.3% | +22.2% | -14.0% | +4.9% |
| YTD | +1.7% | +6.6% | -4.9% | +0.4% |
| 1Y | -6.8% | +5.8% | -12.7% | -8.0% |
| 3Y | +73.4% | +11.6% | +61.8% | +68.0% |
| All | +158.8% | -39.3% | +198.1% | +174.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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