+145.3%
PGR vs PL
+84.9%
+60.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.2% |
| 7D | +0.1% | -9.3% | +9.5% | +0.2% |
| 30D | +2.9% | -18.9% | +21.8% | +2.9% |
| 3M | +12.1% | -58.4% | +70.5% | +12.5% |
| 6M | +3.7% | -30.3% | +34.0% | +3.3% |
| YTD | +2.4% | -8.1% | +10.5% | +1.6% |
| 1Y | -6.4% | +180.5% | -186.9% | -8.3% |
| 3Y | +76.8% | +444.1% | -367.3% | +71.2% |
| 5Y | +154.3% | +83.0% | +71.3% | +133.4% |
| All | +145.3% | +84.9% | +60.4% | +124.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling