+1,821.9%
BA vs PGR
+42,768.2%
-40,946.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.5% |
| 7D | +1.2% | +0.1% | +1.0% | +1.1% |
| 30D | -11.6% | +2.9% | -14.5% | -12.6% |
| 3M | -2.4% | +12.1% | -14.5% | -6.5% |
| 6M | -6.6% | +3.7% | -10.3% | -8.7% |
| YTD | -2.2% | +2.4% | -4.6% | -4.3% |
| 1Y | -8.0% | -6.4% | -1.7% | -7.6% |
| 3Y | -5.0% | +76.8% | -81.8% | -24.4% |
| 5Y | -2.7% | +154.3% | -157.0% | -32.7% |
| 10Y | +75.9% | +790.1% | -714.2% | -17.4% |
| All | +1,821.9% | +42,768.2% | -40,946.3% | +292.5% |
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