-12.1%
DOW vs PGR
+267.0%
-279.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.7% | -2.3% |
| 7D | -1.4% | -0.6% | -0.8% | -1.2% |
| 30D | -3.9% | +4.9% | -8.9% | -5.7% |
| 3M | -12.7% | +7.6% | -20.3% | -15.5% |
| 6M | -13.7% | +8.3% | -21.9% | -16.8% |
| YTD | +28.4% | +1.7% | +26.7% | +26.2% |
| 1Y | +21.8% | -6.8% | +28.6% | +23.5% |
| 3Y | -35.7% | +73.4% | -109.2% | -52.4% |
| 5Y | -36.8% | +161.2% | -198.0% | -64.9% |
| All | -12.1% | +267.0% | -279.1% | -60.3% |
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 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