+2,192.9%
AEP vs PGR
+42,507.8%
-40,315.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | -0.9% | -0.6% | -0.3% | -0.8% |
| 30D | -1.1% | +4.9% | -6.0% | -2.2% |
| 3M | -3.3% | +7.6% | -10.9% | -5.2% |
| 6M | -4.6% | +8.3% | -12.9% | -6.8% |
| YTD | +9.4% | +1.7% | +7.7% | +8.3% |
| 1Y | +16.9% | -6.8% | +23.8% | +18.0% |
| 3Y | +76.6% | +73.4% | +3.2% | +53.0% |
| 5Y | +66.2% | +161.2% | -95.0% | +29.3% |
| 10Y | +174.7% | +819.5% | -644.7% | +59.5% |
| All | +2,192.9% | +42,507.8% | -40,315.0% | +679.6% |
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 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