+781.0%
MS vs PGR
+825.1%
-44.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.5% |
| 7D | -1.5% | -0.6% | -0.9% | -1.3% |
| 30D | -1.5% | +4.9% | -6.4% | -3.7% |
| 3M | +1.4% | +7.6% | -6.3% | -3.1% |
| 6M | +34.7% | +8.3% | +26.4% | +27.8% |
| YTD | +22.7% | +1.7% | +21.0% | +19.4% |
| 1Y | +40.1% | -6.8% | +47.0% | +41.2% |
| 3Y | +181.4% | +73.4% | +108.0% | +100.5% |
| 5Y | +142.6% | +161.2% | -18.6% | +28.9% |
| All | +781.0% | +825.1% | -44.1% | +116.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling