+42,231.2%
PGR vs BP
+1,402.1%
+40,829.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.6% |
| 7D | -0.6% | +5.2% | -5.8% | -2.0% |
| 30D | +4.9% | +8.7% | -3.8% | +2.5% |
| 3M | +7.6% | +9.3% | -1.7% | +4.6% |
| 6M | +8.3% | +13.6% | -5.3% | +3.8% |
| YTD | +1.7% | +37.7% | -35.9% | -7.9% |
| 1Y | -6.8% | +40.6% | -47.5% | -16.4% |
| 3Y | +73.4% | +40.3% | +33.1% | +52.8% |
| 5Y | +161.2% | +141.4% | +19.8% | +92.2% |
| 10Y | +819.5% | +136.1% | +683.4% | +531.8% |
| All | +42,231.2% | +1,402.1% | +40,829.1% | +19,912.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling