+15.2%
BABA vs PGR
+825.1%
-809.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | -3.5% | -0.6% | -2.9% | -3.4% |
| 30D | -12.7% | +4.9% | -17.7% | -13.3% |
| 3M | -3.0% | +7.6% | -10.7% | -4.3% |
| 6M | -19.1% | +8.3% | -27.3% | -20.4% |
| YTD | -24.7% | +1.7% | -26.5% | -25.3% |
| 1Y | -29.0% | -6.8% | -22.2% | -28.7% |
| 3Y | +30.9% | +73.4% | -42.5% | +13.7% |
| 5Y | -30.9% | +161.2% | -192.1% | -46.9% |
| All | +15.2% | +825.1% | -809.9% | -29.7% |
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 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