+1,726.2%
BE vs PGR
+75.0%
+1,651.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.7% | +6.0% | +6.9% |
| 7D | +9.0% | -0.6% | +9.7% | +8.8% |
| 30D | +16.3% | +4.9% | +11.3% | +18.8% |
| 3M | +10.8% | +7.6% | +3.2% | +14.4% |
| 6M | +73.2% | +8.3% | +64.9% | +79.4% |
| YTD | +217.4% | +1.7% | +215.6% | +228.5% |
| 1Y | +309.8% | -6.8% | +316.6% | +331.4% |
| 3Y | +1,726.2% | +73.4% | +1,652.7% | +1,891.6% |
| All | +1,726.2% | +75.0% | +1,651.2% | +1,891.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling