+32.6%
NET vs PGR
+176.8%
-144.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.1% | -2.7% |
| 7D | -16.4% | +4.1% | -20.4% | -16.6% |
| 30D | -25.8% | +10.4% | -36.3% | -26.4% |
| 3M | -11.5% | +11.4% | -23.0% | -12.4% |
| 6M | +18.9% | +17.9% | +1.0% | +16.9% |
| YTD | +35.2% | +9.8% | +25.4% | +33.7% |
| 1Y | +14.5% | +19.3% | -4.8% | +11.9% |
| 3Y | +313.8% | +64.3% | +249.5% | +276.4% |
| 5Y | +32.6% | +177.2% | -144.7% | +0.7% |
| All | +32.6% | +176.8% | -144.2% | +0.7% |
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