+72.3%
PGR vs URI
+116.5%
-44.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +0.4% |
| 7D | -3.4% | -0.5% | -2.9% | -3.4% |
| 30D | +1.8% | -13.4% | +15.2% | +2.0% |
| 3M | +5.9% | -6.2% | +12.1% | +5.9% |
| 6M | +4.6% | +28.0% | -23.4% | +3.5% |
| YTD | +1.1% | +23.0% | -21.9% | +0.2% |
| 1Y | -6.6% | +5.5% | -12.1% | -7.1% |
| All | +72.3% | +116.5% | -44.2% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 3y: compounded portfolio wealth divided by compounded URI 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…
3y analysis · Full analysis span regression · 6 months rolling