+73.4%
PGR vs PBR
+99.7%
-26.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.7% |
| 7D | -0.6% | +5.4% | -6.0% | -0.9% |
| 30D | +4.9% | +22.9% | -17.9% | +3.5% |
| 3M | +7.6% | +19.6% | -12.0% | +6.3% |
| 6M | +8.3% | +16.5% | -8.2% | +7.1% |
| YTD | +1.7% | +86.7% | -84.9% | -3.7% |
| 1Y | -6.8% | +74.7% | -81.6% | -11.3% |
| 3Y | +73.4% | +102.6% | -29.1% | +62.6% |
| All | +73.4% | +99.7% | -26.3% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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