+73.4%
PGR vs VRSK
-26.5%
+99.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -0.6% | -5.2% | +4.6% | +1.1% |
| 30D | +4.9% | -2.3% | +7.3% | +5.7% |
| 3M | +7.6% | -2.9% | +10.6% | +8.5% |
| 6M | +8.3% | -12.8% | +21.1% | +12.5% |
| YTD | +1.7% | -20.8% | +22.5% | +9.4% |
| 1Y | -6.8% | -33.2% | +26.4% | +7.0% |
| 3Y | +73.4% | -26.6% | +100.0% | +102.3% |
| All | +73.4% | -26.5% | +99.9% | +102.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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