+158.4%
PGR vs PL
+72.5%
+85.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.3% |
| 7D | -2.7% | -13.9% | +11.2% | -2.6% |
| 30D | +0.7% | -25.5% | +26.2% | +0.8% |
| 3M | +7.7% | -44.8% | +52.5% | +7.9% |
| 6M | +4.3% | -33.3% | +37.6% | +4.0% |
| YTD | +0.7% | -12.7% | +13.4% | +0.1% |
| 1Y | -5.7% | +90.9% | -96.6% | -7.2% |
| 3Y | +73.7% | +528.5% | -454.8% | +67.4% |
| 5Y | +158.4% | +72.7% | +85.7% | +141.4% |
| All | +158.4% | +72.5% | +85.9% | +141.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling