+462.9%
META vs PGR
+835.3%
-372.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | +5.2% | +3.5% | +1.7% | +4.3% |
| 30D | -13.0% | +10.5% | -23.5% | -15.3% |
| 3M | +7.9% | +12.9% | -5.0% | +4.4% |
| 6M | +4.2% | +20.4% | -16.2% | -1.5% |
| YTD | -2.5% | +10.3% | -12.8% | -6.0% |
| 1Y | +5.6% | +12.5% | -7.0% | +1.1% |
| 3Y | +96.8% | +59.3% | +37.5% | +64.6% |
| 5Y | +90.0% | +173.9% | -83.8% | +25.9% |
| All | +462.9% | +835.3% | -372.4% | +182.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling