+3,174.0%
MPC vs PGR
+1,588.1%
+1,585.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.8% | +4.1% | +3.3% |
| 7D | +3.9% | -2.6% | +6.4% | +5.2% |
| 30D | +33.8% | -0.2% | +34.0% | +33.4% |
| 3M | +49.9% | +7.4% | +42.5% | +42.2% |
| 6M | +80.9% | +2.1% | +78.8% | +75.6% |
| YTD | +147.4% | +0.5% | +147.0% | +141.4% |
| 1Y | +123.2% | -6.9% | +130.1% | +125.9% |
| 3Y | +171.7% | +73.2% | +98.6% | +78.2% |
| 5Y | +678.6% | +154.8% | +523.8% | +269.4% |
| 10Y | +1,134.0% | +786.4% | +347.6% | +118.4% |
| All | +3,174.0% | +1,588.1% | +1,585.9% | +234.5% |
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