-35.4%
TLT vs PGR
+159.7%
-195.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | -1.6% | -0.6% | -1.0% | -1.6% |
| 30D | -1.1% | +4.9% | -6.1% | -1.0% |
| 3M | -4.9% | +7.6% | -12.5% | -4.6% |
| 6M | -5.0% | +8.3% | -13.3% | -4.7% |
| YTD | -4.4% | +1.7% | -6.1% | -4.2% |
| 1Y | -6.4% | -6.8% | +0.5% | -6.5% |
| 3Y | -2.0% | +73.4% | -75.4% | +1.8% |
| All | -35.4% | +159.7% | -195.1% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling