+2.0%
IBKR vs PGR
+18.4%
-16.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.7% | -5.9% | -6.8% |
| 7D | -11.1% | +1.3% | -12.4% | -10.7% |
| 30D | -19.7% | +10.0% | -29.7% | -17.1% |
| 3M | -18.0% | +9.6% | -27.6% | -15.1% |
| 6M | -13.2% | +18.0% | -31.1% | -7.2% |
| YTD | +13.4% | +9.0% | +4.4% | +19.0% |
| 1Y | +2.0% | +18.8% | -16.8% | +10.3% |
| All | +2.0% | +18.4% | -16.5% | +10.3% |
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