+2.9%
EXC vs PGR
-6.1%
+8.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | -1.1% | -0.6% | -0.5% | -1.0% |
| 30D | -3.6% | +4.9% | -8.6% | -4.3% |
| 3M | -4.3% | +7.6% | -11.9% | -4.7% |
| 6M | -9.9% | +8.3% | -18.2% | -10.5% |
| YTD | +1.8% | +1.7% | 0.0% | +1.6% |
| 1Y | +2.9% | -6.8% | +9.7% | +3.3% |
| All | +2.9% | -6.1% | +8.9% | +3.3% |
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