+392.9%
BAC vs PGR
+825.1%
-432.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | 0.0% | -0.6% | +0.6% | +0.3% |
| 30D | -2.8% | +4.9% | -7.7% | -4.8% |
| 3M | +14.2% | +7.6% | +6.6% | +9.7% |
| 6M | +30.5% | +8.3% | +22.3% | +24.7% |
| YTD | +15.8% | +1.7% | +14.1% | +13.1% |
| 1Y | +26.2% | -6.8% | +33.0% | +27.6% |
| 3Y | +136.5% | +73.4% | +63.1% | +71.4% |
| 5Y | +75.9% | +161.2% | -85.3% | -2.9% |
| All | +392.9% | +825.1% | -432.2% | +36.7% |
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