+934.0%
BE vs PGR
+362.5%
+571.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.1% |
| 7D | +9.7% | -3.4% | +13.2% | +10.6% |
| 30D | +22.4% | +1.8% | +20.6% | +21.5% |
| 3M | +10.4% | +5.9% | +4.4% | +6.3% |
| 6M | +67.9% | +4.6% | +63.3% | +61.1% |
| YTD | +197.5% | +1.1% | +196.4% | +187.6% |
| 1Y | +310.6% | -6.6% | +317.1% | +307.6% |
| 3Y | +1,657.2% | +74.2% | +1,583.0% | +1,152.5% |
| 5Y | +1,218.2% | +159.5% | +1,058.7% | +631.8% |
| All | +934.0% | +362.5% | +571.5% | +574.6% |
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 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