+1,003.0%
BE vs PGR
+365.5%
+637.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.7% | +6.0% | +6.5% |
| 7D | +9.0% | -0.6% | +9.7% | +9.2% |
| 30D | +16.3% | +4.9% | +11.3% | +14.6% |
| 3M | +10.8% | +7.6% | +3.2% | +6.2% |
| 6M | +73.2% | +8.3% | +64.9% | +64.3% |
| YTD | +217.4% | +1.7% | +215.6% | +206.3% |
| 1Y | +309.8% | -6.8% | +316.6% | +307.9% |
| 3Y | +1,726.2% | +73.4% | +1,652.7% | +1,206.9% |
| 5Y | +1,306.2% | +161.2% | +1,144.9% | +679.5% |
| All | +1,003.0% | +365.5% | +637.5% | +618.6% |
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