+3,973.2%
PG vs PGR
+42,507.8%
-38,534.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.5% |
| 7D | -0.8% | -0.6% | -0.2% | -0.7% |
| 30D | +0.8% | +4.9% | -4.1% | -0.3% |
| 3M | -1.3% | +7.6% | -9.0% | -3.3% |
| 6M | -3.8% | +8.3% | -12.1% | -6.0% |
| YTD | +3.6% | +1.7% | +1.9% | +2.6% |
| 1Y | -5.7% | -6.8% | +1.1% | -4.8% |
| 3Y | +1.6% | +73.4% | -71.9% | -12.0% |
| 5Y | +14.6% | +161.2% | -146.6% | -11.1% |
| 10Y | +121.2% | +819.5% | -698.3% | +28.6% |
| All | +3,973.2% | +42,507.8% | -38,534.6% | +1,017.7% |
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