+116.1%
PG vs PGR
+825.1%
-709.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.4% |
| 7D | -0.8% | -0.6% | -0.2% | -0.6% |
| 30D | +0.8% | +4.9% | -4.1% | -0.6% |
| 3M | -1.3% | +7.6% | -9.0% | -3.9% |
| 6M | -3.8% | +8.3% | -12.1% | -6.6% |
| YTD | +3.6% | +1.7% | +1.9% | +2.3% |
| 1Y | -5.7% | -6.8% | +1.1% | -4.6% |
| 3Y | +1.6% | +73.4% | -71.9% | -16.7% |
| 5Y | +14.6% | +161.2% | -146.6% | -21.7% |
| All | +116.1% | +825.1% | -709.0% | +7.9% |
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