+42,231.2%
PGR vs UL
+2,567.3%
+39,663.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | 0.0% | +0.4% |
| 7D | -0.6% | -3.4% | +2.8% | +0.6% |
| 30D | +4.9% | +0.5% | +4.5% | +4.8% |
| 3M | +7.6% | +7.2% | +0.4% | +4.8% |
| 6M | +8.3% | -3.1% | +11.3% | +8.9% |
| YTD | +1.7% | -2.7% | +4.4% | +2.1% |
| 1Y | -6.8% | -10.2% | +3.4% | -4.0% |
| 3Y | +73.4% | +20.3% | +53.2% | +60.0% |
| 5Y | +161.2% | +19.9% | +141.3% | +136.8% |
| 10Y | +819.5% | +66.5% | +753.0% | +616.5% |
| All | +42,231.2% | +2,567.3% | +39,663.8% | +14,877.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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