+201.4%
B vs PGR
+825.1%
-623.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.5% |
| 7D | -2.4% | -0.6% | -1.8% | -2.4% |
| 30D | +6.3% | +4.9% | +1.4% | +6.1% |
| 3M | +12.1% | +7.6% | +4.5% | +11.6% |
| 6M | -3.1% | +8.3% | -11.4% | -3.7% |
| YTD | +2.0% | +1.7% | +0.2% | +1.8% |
| 1Y | +51.7% | -6.8% | +58.5% | +52.5% |
| 3Y | +190.5% | +73.4% | +117.1% | +176.7% |
| 5Y | +158.0% | +161.2% | -3.2% | +133.5% |
| All | +201.4% | +825.1% | -623.7% | +245.8% |
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