+41,953.0%
PGR vs PH
+24,443.5%
+17,509.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.8% |
| 7D | -3.4% | -3.1% | -0.3% | -2.4% |
| 30D | +1.8% | -11.8% | +13.6% | +5.9% |
| 3M | +5.9% | +6.9% | -1.0% | +3.2% |
| 6M | +4.6% | -1.3% | +5.8% | +3.9% |
| YTD | +1.1% | +7.0% | -5.9% | -2.4% |
| 1Y | -6.6% | +23.1% | -29.7% | -14.1% |
| 3Y | +74.2% | +135.4% | -61.2% | +25.1% |
| 5Y | +159.5% | +250.3% | -90.8% | +59.9% |
| 10Y | +813.4% | +798.0% | +15.4% | +278.4% |
| All | +41,953.0% | +24,443.5% | +17,509.5% | +6,409.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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