+36.0%
TSM vs PGR
+21.4%
+14.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.7% | -0.8% |
| 7D | -10.0% | +4.1% | -14.0% | -7.8% |
| 30D | -18.5% | +10.4% | -29.0% | -13.6% |
| 3M | -4.9% | +11.4% | -16.3% | +1.6% |
| 6M | -1.0% | +17.9% | -18.9% | +11.3% |
| YTD | +31.3% | +9.8% | +21.5% | +45.0% |
| 1Y | +36.0% | +19.3% | +16.7% | +58.2% |
| All | +36.0% | +21.4% | +14.7% | +58.2% |
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