+243.8%
HPQ vs PGR
+825.1%
-581.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.7% | +7.7% | +8.2% |
| 7D | +9.8% | -0.6% | +10.4% | +10.1% |
| 30D | +22.4% | +4.9% | +17.4% | +20.1% |
| 3M | +45.2% | +7.6% | +37.5% | +40.8% |
| 6M | +96.4% | +8.3% | +88.2% | +89.5% |
| YTD | +65.4% | +1.7% | +63.7% | +63.0% |
| 1Y | +31.6% | -6.8% | +38.4% | +33.7% |
| 3Y | +37.0% | +73.4% | -36.4% | +3.3% |
| 5Y | +53.0% | +161.2% | -108.2% | -10.0% |
| All | +243.8% | +825.1% | -581.3% | +38.8% |
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