+3,200.4%
PFE vs PGR
+42,092.8%
-38,892.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -4.3% | -2.7% | -1.6% | -3.6% |
| 30D | +2.7% | +0.7% | +2.0% | +2.5% |
| 3M | +10.0% | +7.7% | +2.3% | +7.4% |
| 6M | +7.2% | +4.3% | +2.9% | +5.3% |
| YTD | +17.3% | +0.7% | +16.6% | +16.1% |
| 1Y | +20.3% | -5.7% | +26.0% | +21.0% |
| 3Y | -1.6% | +73.7% | -75.3% | -17.1% |
| 5Y | -21.4% | +158.4% | -179.8% | -41.5% |
| 10Y | +35.2% | +810.5% | -775.3% | -29.3% |
| All | +3,200.4% | +42,092.8% | -38,892.4% | +732.7% |
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