+158.4%
PGR vs PCOR
-42.7%
+201.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +0.5% |
| 7D | -2.7% | -9.0% | +6.4% | -2.2% |
| 30D | +0.7% | -7.0% | +7.7% | +1.0% |
| 3M | +7.7% | +18.3% | -10.6% | +6.7% |
| 6M | +4.3% | -7.8% | +12.1% | +4.1% |
| YTD | +0.7% | -25.6% | +26.3% | +1.3% |
| 1Y | -5.7% | -22.7% | +17.0% | -5.4% |
| 3Y | +73.7% | -17.7% | +91.3% | +72.2% |
| 5Y | +158.4% | -42.0% | +200.4% | +150.5% |
| All | +158.4% | -42.7% | +201.1% | +150.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling