+158.8%
PGR vs URA
+91.2%
+67.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +3.9% | +0.8% |
| 7D | -0.6% | -5.5% | +4.9% | -0.5% |
| 30D | +4.9% | -3.7% | +8.6% | +5.0% |
| 3M | +7.6% | -2.9% | +10.5% | +7.7% |
| 6M | +8.3% | -15.2% | +23.5% | +8.7% |
| YTD | +1.7% | +1.9% | -0.1% | +0.9% |
| 1Y | -6.8% | +6.9% | -13.8% | -8.5% |
| 3Y | +73.4% | +99.6% | -26.2% | +57.9% |
| All | +158.8% | +91.2% | +67.6% | +131.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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