+949.5%
PGR vs TRU
+228.8%
+720.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.5% |
| 7D | -0.6% | -2.7% | +2.1% | -0.1% |
| 30D | +4.9% | -2.0% | +7.0% | +5.4% |
| 3M | +7.6% | +18.4% | -10.8% | +4.0% |
| 6M | +8.3% | +8.9% | -0.6% | +6.0% |
| YTD | +1.7% | -8.9% | +10.7% | +2.6% |
| 1Y | -6.8% | -15.9% | +9.0% | -5.0% |
| 3Y | +73.4% | -1.1% | +74.5% | +65.3% |
| 5Y | +161.2% | -35.2% | +196.4% | +174.6% |
| 10Y | +819.5% | +145.3% | +674.2% | +577.9% |
| All | +949.5% | +228.8% | +720.7% | +644.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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