+1,376.6%
BAC vs PGR
+42,092.7%
-40,716.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.2% | +0.3% |
| 7D | +0.6% | -2.7% | +3.3% | +2.2% |
| 30D | -1.4% | +0.7% | -2.1% | -2.1% |
| 3M | +15.7% | +7.7% | +8.0% | +9.2% |
| 6M | +32.2% | +4.3% | +27.9% | +26.4% |
| YTD | +15.8% | +0.7% | +15.0% | +12.3% |
| 1Y | +27.3% | -5.7% | +32.9% | +27.4% |
| 3Y | +137.5% | +73.7% | +63.8% | +57.9% |
| 5Y | +73.1% | +158.4% | -85.3% | -13.7% |
| 10Y | +397.7% | +810.5% | -412.8% | +8.2% |
| All | +1,376.6% | +42,092.7% | -40,716.2% | -19.1% |
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 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