+1,527.5%
META vs PGR
+1,505.9%
+21.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.7% |
| 7D | +6.7% | +0.1% | +6.6% | +6.7% |
| 30D | +4.8% | +2.9% | +1.8% | +3.8% |
| 3M | -1.6% | +12.1% | -13.7% | -5.8% |
| 6M | -7.5% | +3.7% | -11.1% | -9.4% |
| YTD | -6.4% | +2.4% | -8.8% | -8.2% |
| 1Y | -17.3% | -6.4% | -11.0% | -16.8% |
| 3Y | +109.9% | +76.8% | +33.1% | +62.5% |
| 5Y | +65.4% | +154.3% | -89.0% | +5.5% |
| 10Y | +391.8% | +790.1% | -398.2% | +58.3% |
| All | +1,527.5% | +1,505.9% | +21.6% | +265.1% |
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