+143.2%
MS vs PGR
+155.8%
-12.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +1.7% | -2.7% | +4.3% | +2.2% |
| 30D | 0.0% | +0.7% | -0.7% | -0.2% |
| 3M | +3.0% | +7.7% | -4.7% | +0.5% |
| 6M | +35.7% | +4.3% | +31.4% | +33.2% |
| YTD | +23.3% | +0.7% | +22.6% | +22.0% |
| 1Y | +44.7% | -5.7% | +50.3% | +45.4% |
| 3Y | +178.0% | +73.7% | +104.3% | +130.5% |
| 5Y | +143.2% | +158.4% | -15.2% | +61.6% |
| All | +143.2% | +155.8% | -12.6% | +61.6% |
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