+811.9%
PGR vs JD
+20.6%
+791.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.5% | +0.7% |
| 7D | -0.6% | -4.2% | +3.6% | -0.4% |
| 30D | +4.9% | -14.4% | +19.3% | +5.7% |
| 3M | +7.6% | -3.6% | +11.2% | +7.8% |
| 6M | +8.3% | -0.3% | +8.6% | +8.1% |
| YTD | +1.7% | -2.4% | +4.1% | +1.7% |
| 1Y | -6.8% | -18.5% | +11.7% | -6.2% |
| 3Y | +73.4% | -7.0% | +80.5% | +71.0% |
| 5Y | +161.2% | -61.7% | +222.9% | +170.2% |
| All | +811.9% | +20.6% | +791.2% | +684.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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