+831.9%
PGR vs P
+494.9%
+336.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.5% | -1.9% |
| 7D | -2.6% | +7.8% | -10.4% | -3.0% |
| 30D | -0.2% | +12.3% | -12.5% | -1.0% |
| 3M | +7.4% | +37.1% | -29.7% | +5.0% |
| 6M | +2.1% | +66.1% | -63.9% | -1.7% |
| YTD | +0.5% | +50.9% | -50.5% | -3.0% |
| 1Y | -6.9% | +27.2% | -34.2% | -9.7% |
| 3Y | +73.2% | +158.7% | -85.5% | +53.2% |
| 5Y | +154.8% | +291.1% | -136.4% | +111.5% |
| 10Y | +786.4% | +715.0% | +71.4% | +560.8% |
| All | +831.9% | +494.9% | +336.9% | +587.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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