+13,542.6%
MA vs PGR
+1,424.2%
+12,118.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -3.5% | -2.7% | -0.9% | -2.2% |
| 30D | +0.8% | +0.7% | 0.0% | +0.3% |
| 3M | +14.8% | +7.7% | +7.1% | +9.7% |
| 6M | +10.0% | +4.3% | +5.7% | +6.5% |
| YTD | -0.1% | +0.7% | -0.8% | -1.8% |
| 1Y | -2.2% | -5.7% | +3.4% | -1.0% |
| 3Y | +39.3% | +73.7% | -34.4% | +0.7% |
| 5Y | +66.3% | +158.4% | -92.1% | -6.8% |
| 10Y | +513.2% | +810.5% | -297.3% | +65.3% |
| All | +13,542.6% | +1,424.2% | +12,118.4% | +2,227.9% |
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