+57.4%
MAR vs PGR
+21.4%
+36.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +1.9% |
| 7D | +7.7% | +4.1% | +3.7% | +7.4% |
| 30D | +19.4% | +10.4% | +8.9% | +18.6% |
| 3M | +23.3% | +11.4% | +11.9% | +22.5% |
| 6M | +22.8% | +17.9% | +4.9% | +21.0% |
| YTD | +37.8% | +9.8% | +28.0% | +37.1% |
| 1Y | +57.4% | +19.3% | +38.1% | +50.9% |
| All | +57.4% | +21.4% | +36.0% | +50.9% |
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 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