-29.8%
BABA vs PGR
+159.7%
-189.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.7% |
| 7D | -3.5% | -0.6% | -2.9% | -3.5% |
| 30D | -12.7% | +4.9% | -17.7% | -12.7% |
| 3M | -3.0% | +7.6% | -10.7% | -3.2% |
| 6M | -19.1% | +8.3% | -27.3% | -19.2% |
| YTD | -24.7% | +1.7% | -26.5% | -24.8% |
| 1Y | -29.0% | -6.8% | -22.2% | -28.7% |
| 3Y | +30.9% | +73.4% | -42.5% | +22.0% |
| All | -29.8% | +159.7% | -189.5% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling