-19.0%
PFE vs PGR
+159.7%
-178.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | -2.6% | -0.6% | -2.0% | -2.4% |
| 30D | +5.4% | +4.9% | +0.4% | +4.4% |
| 3M | +7.8% | +7.6% | +0.1% | +5.8% |
| 6M | +5.0% | +8.3% | -3.2% | +2.9% |
| YTD | +17.1% | +1.7% | +15.3% | +16.0% |
| 1Y | +19.3% | -6.8% | +26.2% | +20.5% |
| 3Y | -0.9% | +73.4% | -74.4% | -14.5% |
| All | -19.0% | +159.7% | -178.7% | -40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling