+73.4%
PGR vs JD
-7.9%
+81.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.5% | +0.7% |
| 7D | -0.6% | -4.2% | +3.6% | -0.7% |
| 30D | +4.9% | -14.4% | +19.3% | +4.5% |
| 3M | +7.6% | -3.6% | +11.2% | +7.6% |
| 6M | +8.3% | -0.3% | +8.6% | +8.4% |
| YTD | +1.7% | -2.4% | +4.1% | +1.8% |
| 1Y | -6.8% | -18.5% | +11.7% | -7.2% |
| 3Y | +73.4% | -7.0% | +80.5% | +75.0% |
| All | +73.4% | -7.9% | +81.3% | +75.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling