+86.4%
F vs PGR
+825.1%
-738.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.5% |
| 7D | -4.4% | -0.6% | -3.8% | -4.3% |
| 30D | +1.0% | +4.9% | -3.9% | -0.3% |
| 3M | -4.0% | +7.6% | -11.6% | -6.5% |
| 6M | +18.1% | +8.3% | +9.8% | +14.2% |
| YTD | +10.2% | +1.7% | +8.4% | +8.4% |
| 1Y | +24.3% | -6.8% | +31.2% | +25.4% |
| 3Y | +38.1% | +73.4% | -35.4% | +9.3% |
| 5Y | +50.2% | +161.2% | -111.0% | -1.9% |
| All | +86.4% | +825.1% | -738.7% | -28.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling