+158.8%
PGR vs TSEM
+617.3%
-458.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.7% |
| 7D | -0.6% | -4.9% | +4.3% | -0.8% |
| 30D | +4.9% | -18.7% | +23.7% | +4.1% |
| 3M | +7.6% | -18.1% | +25.8% | +7.4% |
| 6M | +8.3% | +77.1% | -68.8% | +9.4% |
| YTD | +1.7% | +80.1% | -78.4% | +2.8% |
| 1Y | -6.8% | +220.4% | -227.2% | -5.8% |
| 3Y | +73.4% | +650.1% | -576.6% | +73.2% |
| All | +158.8% | +617.3% | -458.5% | +159.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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