+19.1%
EXC vs PGR
+75.0%
-55.8%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | -1.1% | -0.6% | -0.5% | -1.0% |
| 30D | -3.6% | +4.9% | -8.6% | -4.7% |
| 3M | -4.3% | +7.6% | -11.9% | -5.9% |
| 6M | -9.9% | +8.3% | -18.2% | -11.7% |
| YTD | +1.8% | +1.7% | 0.0% | +1.0% |
| 1Y | +2.9% | -6.8% | +9.7% | +4.3% |
| 3Y | +19.1% | +73.4% | -54.3% | +5.7% |
| All | +19.1% | +75.0% | -55.8% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling