+445.3%
MP vs PGR
+220.1%
+225.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +1.7% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | +13.8% | +2.9% | +10.9% | +13.3% |
| 3M | -16.7% | +12.1% | -28.8% | -18.8% |
| 6M | -11.5% | +3.7% | -15.2% | -12.6% |
| YTD | +7.9% | +2.4% | +5.6% | +6.7% |
| 1Y | -15.0% | -6.4% | -8.7% | -14.5% |
| 3Y | +153.5% | +76.8% | +76.7% | +107.4% |
| 5Y | +58.7% | +154.3% | -95.7% | +13.3% |
| All | +445.3% | +220.1% | +225.2% | +274.5% |
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 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