+158.8%
PGR vs BG
+81.8%
+77.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.9% |
| 7D | -0.6% | +3.1% | -3.7% | -1.0% |
| 30D | +4.9% | +10.2% | -5.3% | +3.6% |
| 3M | +7.6% | -1.7% | +9.3% | +7.7% |
| 6M | +8.3% | +1.0% | +7.3% | +7.7% |
| YTD | +1.7% | +39.9% | -38.2% | -3.6% |
| 1Y | -6.8% | +53.2% | -60.1% | -13.3% |
| 3Y | +73.4% | +16.3% | +57.2% | +69.0% |
| All | +158.8% | +81.8% | +77.0% | +134.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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