+11,110.4%
JPM vs PGR
+42,507.8%
-31,397.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.4% |
| 7D | -0.7% | -0.6% | -0.1% | -0.3% |
| 30D | -2.5% | +4.9% | -7.4% | -5.2% |
| 3M | +14.1% | +7.6% | +6.5% | +8.1% |
| 6M | +25.1% | +8.3% | +16.8% | +17.5% |
| YTD | +12.1% | +1.7% | +10.4% | +8.5% |
| 1Y | +18.8% | -6.8% | +25.7% | +19.9% |
| 3Y | +163.4% | +73.4% | +90.0% | +81.5% |
| 5Y | +156.5% | +161.2% | -4.7% | +34.3% |
| 10Y | +595.1% | +819.5% | -224.4% | +69.1% |
| All | +11,110.4% | +42,507.8% | -31,397.4% | +558.1% |
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