+761.8%
HPE vs PGR
+811.1%
-49.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.7% | +11.8% | +12.2% |
| 7D | +19.4% | -0.6% | +20.0% | +19.6% |
| 30D | +5.6% | +4.9% | +0.7% | +4.0% |
| 3M | +33.1% | +7.6% | +25.4% | +28.6% |
| 6M | +192.5% | +8.3% | +184.2% | +180.8% |
| YTD | +160.9% | +1.7% | +159.2% | +155.3% |
| 1Y | +155.0% | -6.8% | +161.8% | +156.6% |
| 3Y | +289.4% | +73.4% | +216.0% | +196.4% |
| 5Y | +395.7% | +161.2% | +234.4% | +200.9% |
| 10Y | +574.8% | +819.5% | -244.6% | +96.4% |
| All | +761.8% | +811.1% | -49.3% | +150.5% |
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