+88.6%
TGT vs PGR
+21.4%
+67.2%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.5% | +3.1% | +5.5% |
| 7D | +9.5% | +4.1% | +5.4% | +9.3% |
| 30D | +6.6% | +10.4% | -3.8% | +6.3% |
| 3M | +11.0% | +11.4% | -0.5% | +10.6% |
| 6M | +29.9% | +17.9% | +11.9% | +30.7% |
| YTD | +71.4% | +9.8% | +61.7% | +71.6% |
| 1Y | +88.6% | +19.3% | +69.3% | +76.9% |
| All | +88.6% | +21.4% | +67.2% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 1y: compounded portfolio wealth divided by compounded PGR 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…
1y analysis · Full analysis span regression · 6 months rolling