+800.5%
B vs PGR
+42,092.7%
-41,292.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | +1.0% | -2.7% | +3.7% | +1.3% |
| 30D | +9.5% | +0.7% | +8.8% | +9.4% |
| 3M | +14.3% | +7.7% | +6.6% | +13.4% |
| 6M | -1.9% | +4.3% | -6.2% | -2.5% |
| YTD | +4.1% | +0.7% | +3.3% | +3.6% |
| 1Y | +56.1% | -5.7% | +61.8% | +56.2% |
| 3Y | +202.0% | +73.7% | +128.4% | +184.3% |
| 5Y | +158.8% | +158.4% | +0.4% | +132.6% |
| 10Y | +211.9% | +810.5% | -598.6% | +146.8% |
| All | +800.5% | +42,092.7% | -41,292.2% | +732.3% |
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