-22.2%
ON vs PGR
+75.0%
-97.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.7% | +7.8% | +8.7% |
| 7D | +2.4% | -0.6% | +3.0% | +2.1% |
| 30D | -8.6% | +4.9% | -13.6% | -6.8% |
| 3M | -34.3% | +7.6% | -42.0% | -32.1% |
| 6M | +28.5% | +8.3% | +20.3% | +33.6% |
| YTD | +40.6% | +1.7% | +38.9% | +44.2% |
| 1Y | +55.3% | -6.8% | +62.2% | +57.1% |
| 3Y | -22.2% | +73.4% | -95.6% | +5.7% |
| All | -22.2% | +75.0% | -97.1% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling