+770.8%
IVV vs PGR
+5,908.4%
-5,137.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.1% |
| 7D | +0.5% | -2.6% | +3.1% | +1.5% |
| 30D | -1.0% | -0.2% | -0.8% | -1.1% |
| 3M | +3.9% | +7.4% | -3.5% | 0.0% |
| 6M | +14.5% | +2.1% | +12.4% | +11.9% |
| YTD | +12.9% | +0.5% | +12.4% | +10.8% |
| 1Y | +19.4% | -6.9% | +26.3% | +20.2% |
| 3Y | +78.8% | +73.2% | +5.6% | +35.9% |
| 5Y | +82.2% | +154.8% | -72.6% | +13.9% |
| 10Y | +313.7% | +786.4% | -472.8% | +46.9% |
| All | +770.8% | +5,908.4% | -5,137.6% | +58.2% |
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