+13,856.6%
PGR vs TSEM
+5.9%
+13,850.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.6% |
| 7D | -0.6% | -4.9% | +4.3% | -0.4% |
| 30D | +4.9% | -18.7% | +23.7% | +5.9% |
| 3M | +7.6% | -18.1% | +25.8% | +7.9% |
| 6M | +8.3% | +77.1% | -68.8% | +3.3% |
| YTD | +1.7% | +80.1% | -78.4% | -3.3% |
| 1Y | -6.8% | +220.4% | -227.2% | -14.6% |
| 3Y | +73.4% | +650.1% | -576.6% | +49.6% |
| 5Y | +161.2% | +628.9% | -467.7% | +123.8% |
| 10Y | +819.5% | +1,293.4% | -473.9% | +644.7% |
| All | +13,856.6% | +5.9% | +13,850.7% | +10,152.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling