-14.0%
META vs PGR
-5.0%
-9.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | +5.5% | -3.4% | +8.9% | +5.0% |
| 30D | +7.6% | +1.8% | +5.7% | +7.9% |
| 3M | +13.0% | +5.9% | +7.0% | +14.7% |
| 6M | -1.3% | +4.6% | -5.9% | +0.7% |
| YTD | -2.2% | +1.1% | -3.3% | -0.8% |
| 1Y | -14.0% | -6.6% | -7.5% | -15.9% |
| All | -14.0% | -5.0% | -9.0% | -15.9% |
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