+122.9%
MS vs PGR
+173.1%
-50.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +5.1% | +3.5% | +1.6% | +4.4% |
| 30D | +5.7% | +10.5% | -4.8% | +3.6% |
| 3M | -12.2% | +12.9% | -25.1% | -14.4% |
| 6M | -0.5% | +20.4% | -20.9% | -5.2% |
| YTD | +9.8% | +10.3% | -0.4% | +6.7% |
| 1Y | +17.7% | +12.5% | +5.2% | +13.7% |
| 3Y | +176.8% | +59.3% | +117.6% | +139.9% |
| All | +122.9% | +173.1% | -50.2% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling