+158.8%
PGR vs ZBRA
-40.4%
+199.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.2% | +0.6% |
| 7D | -0.6% | -3.4% | +2.8% | -0.4% |
| 30D | +4.9% | -7.4% | +12.3% | +5.4% |
| 3M | +7.6% | +57.5% | -49.9% | +4.6% |
| 6M | +8.3% | +64.0% | -55.7% | +4.8% |
| YTD | +1.7% | +44.3% | -42.6% | -0.9% |
| 1Y | -6.8% | +10.9% | -17.7% | -7.7% |
| 3Y | +73.4% | +37.5% | +35.9% | +65.9% |
| All | +158.8% | -40.4% | +199.2% | +168.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling