+203.6%
TGT vs PGR
+825.1%
-621.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | -5.2% | -0.6% | -4.6% | -5.1% |
| 30D | +1.2% | +4.9% | -3.8% | 0.0% |
| 3M | +18.4% | +7.6% | +10.7% | +15.9% |
| 6M | +33.4% | +8.3% | +25.2% | +30.2% |
| YTD | +63.8% | +1.7% | +62.1% | +61.9% |
| 1Y | +77.2% | -6.8% | +84.0% | +78.8% |
| 3Y | +41.8% | +73.4% | -31.7% | +15.4% |
| 5Y | -25.5% | +161.2% | -186.8% | -48.5% |
| All | +203.6% | +825.1% | -621.5% | +68.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling