+3,137.7%
PEP vs PGR
+42,092.8%
-38,955.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | -1.7% | -2.7% | +1.0% | -1.1% |
| 30D | +0.3% | +0.7% | -0.4% | +0.1% |
| 3M | -3.2% | +7.7% | -11.0% | -5.1% |
| 6M | -13.6% | +4.3% | -17.9% | -14.7% |
| YTD | -1.9% | +0.7% | -2.6% | -2.6% |
| 1Y | -0.6% | -5.7% | +5.0% | 0.0% |
| 3Y | -13.6% | +73.7% | -87.2% | -25.2% |
| 5Y | +3.2% | +158.4% | -155.2% | -19.9% |
| 10Y | +79.1% | +810.5% | -731.5% | +4.1% |
| All | +3,137.7% | +42,092.8% | -38,955.1% | +819.8% |
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