-3.3%
PGR vs PLTD
-76.7%
+73.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -1.9% | +0.3% |
| 7D | -3.4% | +9.9% | -13.3% | -3.4% |
| 30D | +1.8% | +3.8% | -2.0% | +1.8% |
| 3M | +5.9% | -32.3% | +38.2% | +5.8% |
| 6M | +4.6% | -25.9% | +30.4% | +4.4% |
| YTD | +1.1% | -16.4% | +17.5% | +1.2% |
| 1Y | -6.6% | -25.2% | +18.6% | -6.9% |
| All | -3.3% | -76.7% | +73.4% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTD.
Daily Out/Under-Performance
Portfolio return minus PLTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTD 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 PLTD 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