+95.2%
PGR vs USAR
+53.8%
+41.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +0.6% |
| 7D | -0.6% | -11.6% | +11.0% | -0.8% |
| 30D | +4.9% | -15.5% | +20.4% | +4.7% |
| 3M | +7.6% | -31.0% | +38.7% | +7.2% |
| 6M | +8.3% | -26.2% | +34.5% | +8.0% |
| YTD | +1.7% | +30.8% | -29.0% | +2.3% |
| 1Y | -6.8% | +7.1% | -13.9% | -6.0% |
| 3Y | +73.4% | +53.0% | +20.4% | +93.6% |
| All | +95.2% | +53.8% | +41.5% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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