-20.2%
BKNG vs PGR
-6.7%
-13.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -10.7% | -3.4% | -7.2% | -10.0% |
| 30D | -18.1% | +1.8% | -19.9% | -18.4% |
| 3M | +8.5% | +5.9% | +2.6% | +6.8% |
| 6M | -0.1% | +4.6% | -4.6% | -1.4% |
| YTD | -18.2% | +1.1% | -19.3% | -19.0% |
| All | -20.2% | -6.7% | -13.5% | -22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling