+3.3%
BLK vs PGR
-6.1%
+9.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.5% |
| 7D | -3.6% | +0.1% | -3.8% | -3.6% |
| 30D | -1.0% | +2.9% | -3.9% | -0.8% |
| 3M | +10.4% | +12.1% | -1.7% | +10.0% |
| 6M | +8.2% | +3.7% | +4.5% | +8.1% |
| YTD | +6.0% | +2.4% | +3.7% | +6.2% |
| 1Y | +3.3% | -6.4% | +9.7% | +4.1% |
| All | +3.3% | -6.1% | +9.5% | +4.1% |
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 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