+1,095.2%
PGR vs JD
+41.7%
+1,053.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.7% | +0.4% |
| 7D | -2.7% | -3.0% | +0.3% | -2.5% |
| 30D | +0.7% | -19.3% | +20.1% | +1.8% |
| 3M | +7.7% | -6.0% | +13.7% | +8.0% |
| 6M | +4.3% | +1.8% | +2.5% | +4.0% |
| YTD | +0.7% | -2.6% | +3.3% | +0.7% |
| 1Y | -5.7% | -17.4% | +11.8% | -5.0% |
| 3Y | +73.7% | -8.6% | +82.3% | +71.2% |
| 5Y | +158.4% | -61.6% | +220.0% | +165.9% |
| 10Y | +810.5% | +16.9% | +793.7% | +688.6% |
| All | +1,095.2% | +41.7% | +1,053.5% | +927.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling