+3,312.9%
MPC vs PGR
+1,753.0%
+1,559.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +11.2% | +3.5% | +7.7% | +9.3% |
| 30D | -14.5% | +10.5% | -24.9% | -19.0% |
| 3M | +16.7% | +12.9% | +3.7% | +8.8% |
| 6M | +67.6% | +20.4% | +47.1% | +48.9% |
| YTD | +157.9% | +10.3% | +147.7% | +138.8% |
| 1Y | +116.7% | +12.5% | +104.1% | +98.0% |
| 3Y | +199.8% | +59.3% | +140.5% | +109.9% |
| 5Y | +604.4% | +173.9% | +430.5% | +222.5% |
| 10Y | +1,171.5% | +837.6% | +333.9% | +120.5% |
| All | +3,312.9% | +1,753.0% | +1,559.9% | +231.0% |
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