+1,808.2%
BA vs PGR
+41,975.3%
-40,167.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.1% |
| 7D | +2.5% | -2.6% | +5.0% | +3.3% |
| 30D | -10.1% | -0.2% | -9.9% | -10.2% |
| 3M | -2.4% | +7.4% | -9.8% | -5.2% |
| 6M | -8.8% | +2.1% | -11.0% | -10.4% |
| YTD | -2.9% | +0.5% | -3.4% | -4.4% |
| 1Y | -8.8% | -6.9% | -1.8% | -8.2% |
| 3Y | -0.3% | +73.2% | -73.4% | -20.1% |
| 5Y | -0.3% | +154.8% | -155.1% | -31.1% |
| 10Y | +72.3% | +786.4% | -714.1% | -19.0% |
| All | +1,808.2% | +41,975.3% | -40,167.1% | +292.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling