+1,779.8%
TSM vs PGR
+825.1%
+954.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.6% | +1.1% |
| 7D | +1.0% | -0.6% | +1.6% | +1.1% |
| 30D | +1.0% | +4.9% | -4.0% | +0.2% |
| 3M | +2.9% | +7.6% | -4.8% | +1.1% |
| 6M | +22.8% | +8.3% | +14.6% | +20.1% |
| YTD | +43.3% | +1.7% | +41.6% | +41.6% |
| 1Y | +69.2% | -6.8% | +76.0% | +69.9% |
| 3Y | +404.5% | +73.4% | +331.1% | +315.8% |
| 5Y | +282.2% | +161.2% | +121.0% | +163.9% |
| All | +1,779.8% | +825.1% | +954.6% | +920.6% |
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