+27.5%
BABA vs PGR
+1,070.9%
-1,043.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.2% |
| 7D | -0.2% | -2.6% | +2.4% | +0.3% |
| 30D | -12.3% | -0.2% | -12.1% | -12.3% |
| 3M | -5.3% | +7.4% | -12.7% | -6.9% |
| 6M | -13.1% | +2.1% | -15.2% | -14.0% |
| YTD | -22.4% | +0.5% | -22.9% | -23.1% |
| 1Y | -19.5% | -6.9% | -12.5% | -19.1% |
| 3Y | +32.9% | +73.2% | -40.2% | +12.1% |
| 5Y | -29.9% | +154.8% | -184.6% | -48.6% |
| 10Y | +16.7% | +786.4% | -769.7% | -53.7% |
| All | +27.5% | +1,070.9% | -1,043.4% | -56.8% |
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