+59.1%
PGR vs PL
+540.6%
-481.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +0.8% |
| 7D | +1.0% | +22.3% | -21.3% | +1.3% |
| 30D | +5.7% | -8.3% | +14.0% | +5.6% |
| 3M | +13.6% | -43.3% | +56.9% | +13.1% |
| 6M | +18.8% | -65.8% | +84.6% | +18.0% |
| YTD | +10.1% | -29.5% | +39.7% | +9.3% |
| 1Y | +13.0% | +11.7% | +1.3% | +12.0% |
| All | +59.1% | +540.6% | -481.5% | +61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling