+30,108.4%
HD vs PGR
+42,092.7%
-11,984.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -1.8% | -2.7% | +0.8% | -0.8% |
| 30D | -10.8% | +0.7% | -11.6% | -11.2% |
| 3M | -2.7% | +7.7% | -10.4% | -6.1% |
| 6M | -10.3% | +4.3% | -14.6% | -12.6% |
| YTD | -7.8% | +0.7% | -8.6% | -9.3% |
| 1Y | -23.1% | -5.7% | -17.5% | -22.6% |
| 3Y | +2.0% | +73.7% | -71.7% | -21.4% |
| 5Y | +6.2% | +158.4% | -152.2% | -32.1% |
| 10Y | +210.2% | +810.5% | -600.4% | +18.0% |
| All | +30,108.4% | +42,092.7% | -11,984.4% | +3,719.0% |
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