+31.6%
HPQ vs PGR
-6.1%
+37.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.7% | +7.7% | +8.3% |
| 7D | +9.8% | -0.6% | +10.4% | +9.9% |
| 30D | +22.4% | +4.9% | +17.4% | +21.3% |
| 3M | +45.2% | +7.6% | +37.5% | +44.5% |
| 6M | +96.4% | +8.3% | +88.2% | +95.8% |
| YTD | +65.4% | +1.7% | +63.7% | +64.8% |
| 1Y | +31.6% | -6.8% | +38.4% | +30.6% |
| All | +31.6% | -6.1% | +37.6% | +30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling