+75.8%
BA vs PGR
+825.1%
-749.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.5% |
| 7D | -0.8% | -0.6% | -0.2% | -0.6% |
| 30D | -9.0% | +4.9% | -13.9% | -10.7% |
| 3M | -5.0% | +7.6% | -12.7% | -8.5% |
| 6M | -1.7% | +8.3% | -10.0% | -6.0% |
| YTD | -3.1% | +1.7% | -4.8% | -5.3% |
| 1Y | -4.3% | -6.8% | +2.5% | -3.3% |
| 3Y | -0.3% | +73.4% | -73.7% | -28.5% |
| 5Y | +0.1% | +161.2% | -161.1% | -46.1% |
| All | +75.8% | +825.1% | -749.3% | -48.9% |
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