+158.3%
PGR vs PCOR
-8.1%
+166.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +1.0% | +2.2% | -1.2% | +0.9% |
| 30D | +5.7% | +37.4% | -31.8% | +3.9% |
| 3M | +13.6% | +33.2% | -19.6% | +11.8% |
| 6M | +18.8% | +60.6% | -41.8% | +15.5% |
| YTD | +10.1% | +6.2% | +4.0% | +8.7% |
| 1Y | +13.0% | -1.1% | +14.1% | +11.8% |
| 3Y | +60.6% | +48.4% | +12.2% | +54.4% |
| 5Y | +173.5% | -13.1% | +186.7% | +162.3% |
| All | +158.3% | -8.1% | +166.4% | +148.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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