+42,231.2%
PGR vs PEG
+2,880.5%
+39,350.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -0.6% | -0.9% | +0.3% | -0.3% |
| 30D | +4.9% | -3.7% | +8.7% | +6.5% |
| 3M | +7.6% | -7.3% | +14.9% | +10.8% |
| 6M | +8.3% | -10.5% | +18.7% | +12.6% |
| YTD | +1.7% | -7.5% | +9.2% | +4.4% |
| 1Y | -6.8% | -8.7% | +1.9% | -4.2% |
| 3Y | +73.4% | +31.4% | +42.1% | +52.8% |
| 5Y | +161.2% | +37.8% | +123.4% | +124.3% |
| 10Y | +819.5% | +148.0% | +671.5% | +508.3% |
| All | +42,231.2% | +2,880.5% | +39,350.7% | +12,515.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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