+206.4%
HD vs PGR
+825.1%
-618.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.8% |
| 7D | -3.8% | -0.6% | -3.2% | -3.6% |
| 30D | -9.4% | +4.9% | -14.4% | -11.0% |
| 3M | -4.6% | +7.6% | -12.2% | -7.5% |
| 6M | -10.1% | +8.3% | -18.3% | -13.3% |
| YTD | -8.3% | +1.7% | -10.1% | -9.9% |
| 1Y | -25.0% | -6.8% | -18.2% | -24.1% |
| 3Y | +1.5% | +73.4% | -71.9% | -22.0% |
| 5Y | +5.6% | +161.2% | -155.6% | -35.6% |
| All | +206.4% | +825.1% | -618.7% | +21.8% |
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