+2,357.9%
EXC vs PGR
+41,975.3%
-39,617.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.6% | +1.2% |
| 7D | +1.2% | -2.6% | +3.8% | +1.9% |
| 30D | -2.7% | -0.2% | -2.5% | -2.7% |
| 3M | -1.0% | +7.4% | -8.3% | -2.9% |
| 6M | -9.3% | +2.1% | -11.4% | -10.1% |
| YTD | +3.6% | +0.5% | +3.2% | +2.9% |
| 1Y | +5.9% | -6.9% | +12.9% | +6.9% |
| 3Y | +21.3% | +73.2% | -51.9% | +4.6% |
| 5Y | +46.2% | +154.8% | -108.6% | +13.4% |
| 10Y | +151.5% | +786.4% | -634.9% | +47.1% |
| All | +2,357.9% | +41,975.3% | -39,617.4% | +835.1% |
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