+14.5%
NET vs PGR
+21.4%
-6.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.1% | -2.1% |
| 7D | -16.4% | +4.1% | -20.4% | -15.8% |
| 30D | -25.8% | +10.4% | -36.3% | -24.6% |
| 3M | -11.5% | +11.4% | -23.0% | -9.9% |
| 6M | +18.9% | +17.9% | +1.0% | +22.9% |
| YTD | +35.2% | +9.8% | +25.4% | +35.7% |
| 1Y | +14.5% | +19.3% | -4.8% | +15.3% |
| All | +14.5% | +21.4% | -6.9% | +15.3% |
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 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