+150.9%
MP vs PGR
+73.2%
+77.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | -0.7% | -2.7% | +1.9% | -1.1% |
| 30D | -0.7% | +0.7% | -1.4% | -0.5% |
| 3M | 0.0% | +7.7% | -7.7% | +1.1% |
| 6M | -10.0% | +4.3% | -14.3% | -9.1% |
| YTD | +7.5% | +0.7% | +6.7% | +8.6% |
| 1Y | -14.0% | -5.7% | -8.4% | -13.5% |
| All | +150.9% | +73.2% | +77.7% | +204.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling