+75.3%
PEP vs PGR
+825.1%
-749.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | -1.0% | -0.6% | -0.3% | -0.8% |
| 30D | -0.7% | +4.9% | -5.6% | -2.1% |
| 3M | -4.1% | +7.6% | -11.8% | -6.4% |
| 6M | -13.1% | +8.3% | -21.3% | -15.4% |
| YTD | -2.1% | +1.7% | -3.9% | -3.3% |
| 1Y | -1.7% | -6.8% | +5.2% | -0.4% |
| 3Y | -15.1% | +73.4% | -88.5% | -30.5% |
| 5Y | +3.1% | +161.2% | -158.1% | -30.0% |
| All | +75.3% | +825.1% | -749.8% | -3.2% |
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