+1,452.9%
BA vs PGR
+46,085.6%
-44,632.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | -0.1% |
| 7D | -1.1% | +3.5% | -4.6% | -2.2% |
| 30D | -7.1% | +10.5% | -17.6% | -10.0% |
| 3M | -25.5% | +12.9% | -38.5% | -28.5% |
| 6M | -28.7% | +20.4% | -49.2% | -33.4% |
| YTD | -21.0% | +10.3% | -31.3% | -24.5% |
| 1Y | -11.9% | +12.5% | -24.4% | -16.4% |
| 3Y | -16.2% | +59.3% | -75.4% | -30.6% |
| 5Y | -22.4% | +173.9% | -196.3% | -47.6% |
| 10Y | +24.5% | +837.6% | -813.0% | -42.6% |
| All | +1,452.9% | +46,085.6% | -44,632.7% | +209.4% |
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