+73.4%
PGR vs Z
-36.5%
+110.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | +0.6% |
| 7D | -0.6% | -6.0% | +5.4% | -0.6% |
| 30D | +4.9% | -2.3% | +7.2% | +5.0% |
| 3M | +7.6% | -0.6% | +8.3% | +7.6% |
| 6M | +8.3% | -27.6% | +35.9% | +8.1% |
| YTD | +1.7% | -52.4% | +54.1% | +1.6% |
| 1Y | -6.8% | -63.6% | +56.7% | -6.9% |
| 3Y | +73.4% | -36.4% | +109.8% | +86.6% |
| All | +73.4% | -36.5% | +110.0% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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