+199.8%
MPC vs PGR
+60.0%
+139.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +11.2% | +3.5% | +7.7% | +10.9% |
| 30D | -14.5% | +10.5% | -24.9% | -15.3% |
| 3M | +16.7% | +12.9% | +3.7% | +15.3% |
| 6M | +67.6% | +20.4% | +47.1% | +63.8% |
| YTD | +157.9% | +10.3% | +147.7% | +154.2% |
| 1Y | +116.7% | +12.5% | +104.1% | +113.1% |
| 3Y | +199.8% | +59.3% | +140.5% | +188.3% |
| All | +199.8% | +60.0% | +139.8% | +188.3% |
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