+811.9%
PGR vs MRSH
+218.8%
+593.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -0.6% | -4.8% | +4.1% | +2.2% |
| 30D | +4.9% | -6.3% | +11.3% | +9.0% |
| 3M | +7.6% | +5.8% | +1.8% | +4.1% |
| 6M | +8.3% | +2.8% | +5.5% | +6.1% |
| YTD | +1.7% | -3.1% | +4.9% | +2.6% |
| 1Y | -6.8% | -11.3% | +4.4% | -1.2% |
| 3Y | +73.4% | -5.0% | +78.4% | +77.4% |
| 5Y | +161.2% | +19.2% | +142.0% | +131.6% |
| All | +811.9% | +218.8% | +593.1% | +381.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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