+292.4%
C vs PGR
+825.1%
-532.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | 0.0% |
| 7D | +0.8% | -0.6% | +1.4% | +1.0% |
| 30D | +0.9% | +4.9% | -4.0% | -1.3% |
| 3M | +1.1% | +7.6% | -6.6% | -3.1% |
| 6M | +28.4% | +8.3% | +20.1% | +22.2% |
| YTD | +20.8% | +1.7% | +19.0% | +17.6% |
| 1Y | +43.4% | -6.8% | +50.3% | +44.9% |
| 3Y | +274.9% | +73.4% | +201.4% | +168.0% |
| 5Y | +136.7% | +161.2% | -24.5% | +26.6% |
| All | +292.4% | +825.1% | -532.7% | +9.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling