+18.8%
PGR vs PPG
+33.8%
-15.0%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.5% |
| 7D | +1.3% | +2.7% | -1.4% | +1.2% |
| 30D | +10.0% | +15.7% | -5.8% | +9.5% |
| 3M | +9.6% | +4.1% | +5.5% | +9.4% |
| 6M | +18.0% | +17.3% | +0.7% | +17.4% |
| YTD | +9.0% | +22.5% | -13.5% | +5.3% |
| 1Y | +18.8% | +31.4% | -12.6% | +12.8% |
| All | +18.8% | +33.8% | -15.0% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling