+41,953.0%
PGR vs TSN
+910.5%
+41,042.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.1% |
| 7D | -3.4% | +1.4% | -4.8% | -3.7% |
| 30D | +1.8% | -6.2% | +8.0% | +3.0% |
| 3M | +5.9% | -5.7% | +11.6% | +7.0% |
| 6M | +4.6% | -11.4% | +15.9% | +6.7% |
| YTD | +1.1% | -8.2% | +9.2% | +2.3% |
| 1Y | -6.6% | -2.0% | -4.6% | -6.7% |
| 3Y | +74.2% | +11.9% | +62.3% | +68.1% |
| 5Y | +159.5% | -17.8% | +177.3% | +162.7% |
| 10Y | +813.4% | -5.7% | +819.2% | +764.4% |
| All | +41,953.0% | +910.5% | +41,042.5% | +19,665.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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