+164.3%
PGR vs PL
+40.9%
+123.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.8% | +0.1% |
| 7D | +3.5% | +10.0% | -6.5% | +3.5% |
| 30D | +10.5% | -2.3% | +12.7% | +10.5% |
| 3M | +12.9% | -44.2% | +57.1% | +13.0% |
| 6M | +20.4% | -66.1% | +86.5% | +20.8% |
| YTD | +10.3% | -30.0% | +40.2% | +9.5% |
| 1Y | +12.5% | +21.0% | -8.5% | +11.0% |
| 3Y | +59.3% | +516.5% | -457.3% | +52.7% |
| 5Y | +173.9% | +32.0% | +141.8% | +157.8% |
| All | +164.3% | +40.9% | +123.4% | +142.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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