+1,154.5%
C vs PGR
+41,975.3%
-40,820.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | +0.4% |
| 7D | +3.2% | -2.6% | +5.7% | +4.7% |
| 30D | +1.3% | -0.2% | +1.5% | +1.0% |
| 3M | +3.1% | +7.4% | -4.2% | -2.9% |
| 6M | +29.6% | +2.1% | +27.5% | +25.0% |
| YTD | +19.0% | +0.5% | +18.5% | +15.0% |
| 1Y | +45.6% | -6.9% | +52.6% | +46.4% |
| 3Y | +269.3% | +73.2% | +196.1% | +143.6% |
| 5Y | +131.6% | +154.8% | -23.2% | +14.3% |
| 10Y | +286.5% | +786.4% | -499.9% | -16.5% |
| All | +1,154.5% | +41,975.3% | -40,820.7% | -22.4% |
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