+1,590.1%
PGR vs URA
-29.9%
+1,620.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | -2.7% | +5.7% | -8.4% | -3.4% |
| 30D | +0.7% | +5.6% | -4.9% | -0.1% |
| 3M | +7.7% | +6.2% | +1.5% | +6.4% |
| 6M | +4.3% | -8.2% | +12.6% | +4.4% |
| YTD | +0.7% | +9.7% | -8.9% | -2.4% |
| 1Y | -5.7% | +17.0% | -22.6% | -10.5% |
| 3Y | +73.7% | +118.5% | -44.8% | +44.1% |
| 5Y | +158.4% | +134.3% | +24.1% | +103.6% |
| 10Y | +810.5% | +377.5% | +433.0% | +476.2% |
| All | +1,590.1% | -29.9% | +1,620.0% | +1,383.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling