+13,606.2%
TSM vs PGR
+4,495.8%
+9,110.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | +2.6% | -3.4% | +6.1% | +3.9% |
| 30D | +1.4% | +1.8% | -0.4% | +0.4% |
| 3M | +5.0% | +5.9% | -1.0% | +1.2% |
| 6M | +24.0% | +4.6% | +19.4% | +19.1% |
| YTD | +41.6% | +1.1% | +40.5% | +37.4% |
| 1Y | +66.2% | -6.6% | +72.7% | +65.1% |
| 3Y | +398.2% | +74.2% | +324.0% | +268.7% |
| 5Y | +277.6% | +159.5% | +118.1% | +126.1% |
| 10Y | +1,783.1% | +813.4% | +969.7% | +514.9% |
| All | +13,606.2% | +4,495.8% | +9,110.4% | +2,094.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling