+907.8%
BX vs PGR
+1,687.1%
-779.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.1% |
| 7D | -5.6% | -0.6% | -5.0% | -5.3% |
| 30D | -12.2% | +4.9% | -17.2% | -15.0% |
| 3M | +7.4% | +7.6% | -0.2% | +0.9% |
| 6M | +22.2% | +8.3% | +13.9% | +13.5% |
| YTD | -14.0% | +1.7% | -15.7% | -17.3% |
| 1Y | -27.3% | -6.8% | -20.4% | -26.5% |
| 3Y | +24.5% | +73.4% | -48.9% | -20.8% |
| 5Y | +18.9% | +161.2% | -142.3% | -46.5% |
| 10Y | +665.4% | +819.5% | -154.1% | +19.5% |
| All | +907.8% | +1,687.1% | -779.3% | -19.4% |
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