+8.3%
DIS vs PGR
+21.4%
-13.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.7% | +3.7% |
| 7D | +9.1% | +4.1% | +5.0% | +8.3% |
| 30D | +14.8% | +10.4% | +4.4% | +12.8% |
| 3M | +21.2% | +11.4% | +9.7% | +18.9% |
| 6M | +18.3% | +17.9% | +0.4% | +15.2% |
| YTD | +5.4% | +9.8% | -4.4% | +3.1% |
| 1Y | +8.3% | +19.3% | -11.0% | +5.3% |
| All | +8.3% | +21.4% | -13.1% | +5.3% |
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