+123.4%
ADI vs PGR
+75.0%
+48.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.2% | +4.9% |
| 7D | +4.6% | -0.6% | +5.2% | +4.5% |
| 30D | -1.2% | +4.9% | -6.1% | -0.7% |
| 3M | -7.8% | +7.6% | -15.5% | -7.5% |
| 6M | +19.3% | +8.3% | +11.1% | +19.8% |
| YTD | +40.9% | +1.7% | +39.2% | +41.6% |
| 1Y | +54.5% | -6.8% | +61.3% | +55.9% |
| 3Y | +123.4% | +73.4% | +50.0% | +156.7% |
| All | +123.4% | +75.0% | +48.5% | +156.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling