+14,232.0%
DE vs PGR
+42,507.8%
-28,275.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | -2.6% | -0.6% | -2.0% | -2.4% |
| 30D | +9.0% | +4.9% | +4.1% | +7.1% |
| 3M | +19.1% | +7.6% | +11.5% | +15.2% |
| 6M | +14.4% | +8.3% | +6.1% | +10.1% |
| YTD | +45.9% | +1.7% | +44.2% | +43.2% |
| 1Y | +43.6% | -6.8% | +50.5% | +45.0% |
| 3Y | +75.9% | +73.4% | +2.4% | +38.6% |
| 5Y | +98.8% | +161.2% | -62.5% | +31.8% |
| 10Y | +861.4% | +819.5% | +41.9% | +300.6% |
| All | +14,232.0% | +42,507.8% | -28,275.9% | +2,645.0% |
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 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