+39.0%
MS vs PGR
-6.7%
+45.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.2% |
| 7D | -2.1% | -3.4% | +1.4% | -2.8% |
| 30D | -1.1% | +1.8% | -2.9% | -0.6% |
| 3M | +3.5% | +5.9% | -2.4% | +4.8% |
| 6M | +33.7% | +4.6% | +29.2% | +35.0% |
| YTD | +21.8% | +1.1% | +20.7% | +22.6% |
| All | +39.0% | -6.7% | +45.7% | +33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling