+811.9%
PGR vs BP
+137.7%
+674.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.7% |
| 7D | -0.6% | +5.2% | -5.8% | -1.5% |
| 30D | +4.9% | +8.7% | -3.8% | +3.4% |
| 3M | +7.6% | +9.3% | -1.7% | +5.7% |
| 6M | +8.3% | +13.6% | -5.3% | +5.4% |
| YTD | +1.7% | +37.7% | -35.9% | -4.6% |
| 1Y | -6.8% | +40.6% | -47.5% | -13.2% |
| 3Y | +73.4% | +40.3% | +33.1% | +60.0% |
| 5Y | +161.2% | +141.4% | +19.8% | +112.7% |
| All | +811.9% | +137.7% | +674.2% | +657.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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