+1,801.7%
PGR vs POET
-20.5%
+1,822.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.6% | -3.9% | +0.6% |
| 7D | -0.6% | +0.4% | -1.0% | -0.6% |
| 30D | +4.9% | -10.4% | +15.3% | +5.0% |
| 3M | +7.6% | -29.3% | +37.0% | +7.9% |
| 6M | +8.3% | +6.9% | +1.4% | +7.1% |
| YTD | +1.7% | +25.6% | -23.9% | +0.3% |
| 1Y | -6.8% | +49.2% | -56.0% | -8.7% |
| 3Y | +73.4% | +128.4% | -55.0% | +66.0% |
| 5Y | +161.2% | -4.2% | +165.4% | +151.5% |
| 10Y | +819.5% | +30.3% | +789.2% | +761.7% |
| All | +1,801.7% | -20.5% | +1,822.2% | +1,818.5% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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