+192.4%
ON vs PGR
+7,598.7%
-7,406.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.5% | -1.3% |
| 7D | -4.7% | -3.4% | -1.3% | -3.3% |
| 30D | -13.5% | +1.8% | -15.3% | -14.5% |
| 3M | -36.3% | +5.9% | -42.2% | -39.4% |
| 6M | +17.8% | +4.6% | +13.2% | +11.7% |
| YTD | +29.6% | +1.1% | +28.5% | +24.5% |
| 1Y | +45.8% | -6.6% | +52.4% | +44.1% |
| 3Y | -28.3% | +74.2% | -102.6% | -50.7% |
| 5Y | +49.6% | +159.5% | -109.9% | -19.2% |
| 10Y | +583.9% | +813.4% | -229.5% | +87.0% |
| All | +192.4% | +7,598.7% | -7,406.3% | -65.0% |
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