+859.2%
PGR vs Z
+13.0%
+846.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.5% |
| 7D | -3.4% | -11.6% | +8.1% | -2.7% |
| 30D | +1.8% | -8.5% | +10.3% | +2.3% |
| 3M | +5.9% | -7.9% | +13.8% | +6.3% |
| 6M | +4.6% | -29.1% | +33.6% | +6.4% |
| YTD | +1.1% | -54.2% | +55.3% | +5.5% |
| 1Y | -6.6% | -63.5% | +57.0% | -1.1% |
| 3Y | +74.2% | -38.6% | +112.8% | +75.6% |
| 5Y | +159.5% | -66.0% | +225.5% | +166.3% |
| 10Y | +813.4% | -6.5% | +820.0% | +703.5% |
| All | +859.2% | +13.0% | +846.2% | +726.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling