+93.3%
PGR vs USAR
+68.6%
+24.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.2% |
| 7D | -2.7% | -4.4% | +1.8% | -2.7% |
| 30D | +0.7% | -10.4% | +11.1% | +0.6% |
| 3M | +7.7% | -18.4% | +26.1% | +7.6% |
| 6M | +4.3% | -8.8% | +13.1% | +4.4% |
| YTD | +0.7% | +43.4% | -42.6% | +1.5% |
| 1Y | -5.7% | +21.0% | -26.6% | -4.5% |
| 3Y | +73.7% | +67.7% | +5.9% | +94.2% |
| All | +93.3% | +68.6% | +24.7% | +115.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling