+68.6%
MA vs PGR
+159.7%
-91.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | -1.7% | -0.6% | -1.1% | -1.5% |
| 30D | +1.7% | +4.9% | -3.3% | +0.2% |
| 3M | +17.2% | +7.6% | +9.5% | +14.1% |
| 6M | +13.3% | +8.3% | +5.1% | +10.0% |
| YTD | +0.2% | +1.7% | -1.5% | -1.0% |
| 1Y | -2.7% | -6.8% | +4.1% | -1.4% |
| 3Y | +39.1% | +73.4% | -34.4% | +17.7% |
| All | +68.6% | +159.7% | -91.2% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling