+6,244.8%
MS vs PGR
+16,552.4%
-10,307.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.2% | +0.5% |
| 7D | +2.5% | -2.6% | +5.0% | +4.2% |
| 30D | 0.0% | -0.2% | +0.2% | -0.4% |
| 3M | +2.4% | +7.4% | -4.9% | -4.3% |
| 6M | +36.4% | +2.1% | +34.3% | +30.6% |
| YTD | +23.8% | +0.5% | +23.4% | +19.1% |
| 1Y | +48.6% | -6.9% | +55.6% | +48.8% |
| 3Y | +179.1% | +73.2% | +106.0% | +75.3% |
| 5Y | +144.8% | +154.8% | -9.9% | +11.0% |
| 10Y | +794.2% | +786.4% | +7.8% | +58.4% |
| All | +6,244.8% | +16,552.4% | -10,307.6% | +317.8% |
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