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  • MPC vs PGR✓SelectedUSD · PGRMPC vs PGR performance historyLatest closeAs of+2.28%09/08
Stock and ETF performance explorer

MPC vs PGR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,174.0%
PGR return
+1,588.1%
Excess return
+1,585.9%
Maximum drawdown
-79.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioPGRExcessAlpha
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