+113.2%
PCG vs PGR
+41,975.3%
-41,862.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.8% | +5.5% | +4.1% |
| 7D | +5.4% | -2.6% | +8.0% | +6.0% |
| 30D | -15.1% | -0.2% | -14.9% | -15.1% |
| 3M | -9.8% | +7.4% | -17.2% | -11.6% |
| 6M | -18.0% | +2.1% | -20.2% | -18.9% |
| YTD | -7.2% | +0.5% | -7.7% | -8.0% |
| 1Y | +2.9% | -6.9% | +9.8% | +3.8% |
| 3Y | -11.1% | +73.2% | -84.3% | -23.5% |
| 5Y | +61.8% | +154.8% | -93.0% | +25.3% |
| 10Y | -75.2% | +786.4% | -861.6% | -85.1% |
| All | +113.2% | +41,975.3% | -41,862.1% | -23.0% |
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