+42,231.2%
PGR vs PNR
+3,426.6%
+38,804.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +0.9% | +0.7% |
| 7D | -0.6% | -6.0% | +5.4% | +1.1% |
| 30D | +4.9% | -14.0% | +18.9% | +9.3% |
| 3M | +7.6% | -21.7% | +29.3% | +14.9% |
| 6M | +8.3% | -37.3% | +45.5% | +22.0% |
| YTD | +1.7% | -45.1% | +46.9% | +18.5% |
| 1Y | -6.8% | -49.1% | +42.3% | +10.6% |
| 3Y | +73.4% | -14.8% | +88.3% | +73.9% |
| 5Y | +161.2% | -21.0% | +182.2% | +162.0% |
| 10Y | +819.5% | +64.7% | +754.7% | +619.0% |
| All | +42,231.2% | +3,426.6% | +38,804.6% | +18,603.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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