+74.5%
META vs PGR
+155.8%
-81.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.3% | +6.3% | +6.5% |
| 7D | +10.3% | -2.7% | +12.9% | +10.6% |
| 30D | +9.9% | +0.7% | +9.2% | +9.8% |
| 3M | +11.9% | +7.7% | +4.2% | +10.5% |
| 6M | +1.2% | +4.3% | -3.2% | +0.2% |
| YTD | -0.8% | +0.7% | -1.5% | -1.2% |
| 1Y | -14.3% | -5.7% | -8.7% | -13.9% |
| 3Y | +121.4% | +73.7% | +47.7% | +92.8% |
| 5Y | +74.5% | +158.4% | -83.9% | +27.9% |
| All | +74.5% | +155.8% | -81.3% | +27.9% |
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 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