+811.9%
PGR vs ZBRA
+435.2%
+376.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.2% | +0.4% |
| 7D | -0.6% | -3.4% | +2.8% | -0.2% |
| 30D | +4.9% | -7.4% | +12.3% | +5.9% |
| 3M | +7.6% | +57.5% | -49.9% | +0.7% |
| 6M | +8.3% | +64.0% | -55.7% | +0.3% |
| YTD | +1.7% | +44.3% | -42.6% | -4.4% |
| 1Y | -6.8% | +10.9% | -17.7% | -9.4% |
| 3Y | +73.4% | +37.5% | +35.9% | +57.9% |
| 5Y | +161.2% | -39.7% | +200.9% | +173.0% |
| All | +811.9% | +435.2% | +376.6% | +537.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 10y: compounded portfolio wealth divided by compounded ZBRA 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…
10y analysis · Full analysis span regression · 6 months rolling