-10.6%
BA vs PGR
+21.4%
-32.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.5% | -0.4% | +2.3% |
| 7D | +5.9% | +4.1% | +1.8% | +6.2% |
| 30D | -8.2% | +10.4% | -18.6% | -7.3% |
| 3M | -25.4% | +11.4% | -36.8% | -24.5% |
| 6M | -20.0% | +17.9% | -37.9% | -17.4% |
| YTD | -18.5% | +9.8% | -28.3% | -15.9% |
| 1Y | -10.6% | +19.3% | -29.9% | -8.7% |
| All | -10.6% | +21.4% | -32.0% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling