+953.3%
ASX vs PGR
+825.1%
+128.2%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.6% | -1.1% |
| 7D | +5.2% | -0.6% | +5.8% | +5.3% |
| 30D | +0.5% | +4.9% | -4.5% | -0.4% |
| 3M | +8.3% | +7.6% | +0.7% | +5.7% |
| 6M | +82.0% | +8.3% | +73.8% | +76.6% |
| YTD | +147.6% | +1.7% | +145.9% | +143.4% |
| 1Y | +258.8% | -6.8% | +265.7% | +259.6% |
| 3Y | +452.1% | +73.4% | +378.6% | +338.3% |
| 5Y | +441.7% | +161.2% | +280.5% | +255.2% |
| All | +953.3% | +825.1% | +128.2% | +415.0% |
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 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