+6,456.8%
PGR vs TTMI
+508.4%
+5,948.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.4% | -2.7% | +0.3% |
| 7D | -0.6% | +0.7% | -1.3% | -0.7% |
| 30D | +4.9% | -8.4% | +13.4% | +5.5% |
| 3M | +7.6% | -32.5% | +40.1% | +10.5% |
| 6M | +8.3% | +32.5% | -24.2% | +2.1% |
| YTD | +1.7% | +83.2% | -81.5% | -8.5% |
| 1Y | -6.8% | +161.7% | -168.5% | -20.5% |
| 3Y | +73.4% | +890.1% | -816.7% | +22.6% |
| 5Y | +161.2% | +832.4% | -671.2% | +82.7% |
| 10Y | +819.5% | +1,115.8% | -296.3% | +498.0% |
| All | +6,456.8% | +508.4% | +5,948.4% | +3,571.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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