+50.7%
O vs PGR
+825.1%
-774.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | -2.9% | -0.6% | -2.2% | -2.7% |
| 30D | -4.5% | +4.9% | -9.5% | -5.9% |
| 3M | -2.6% | +7.6% | -10.3% | -5.1% |
| 6M | -5.6% | +8.3% | -13.9% | -8.3% |
| YTD | +9.3% | +1.7% | +7.5% | +7.9% |
| 1Y | +4.3% | -6.8% | +11.2% | +5.6% |
| 3Y | +27.4% | +73.4% | -46.0% | +3.7% |
| 5Y | +17.1% | +161.2% | -144.2% | -20.9% |
| All | +50.7% | +825.1% | -774.4% | -25.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling