+42,231.2%
PGR vs PPG
+2,583.7%
+39,647.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.2% | +0.5% |
| 7D | -0.6% | -6.2% | +5.6% | +1.8% |
| 30D | +4.9% | -7.9% | +12.9% | +8.2% |
| 3M | +7.6% | -10.2% | +17.9% | +11.5% |
| 6M | +8.3% | +2.7% | +5.6% | +5.4% |
| YTD | +1.7% | +4.9% | -3.1% | -2.2% |
| 1Y | -6.8% | -3.2% | -3.7% | -7.8% |
| 3Y | +73.4% | -17.0% | +90.4% | +77.6% |
| 5Y | +161.2% | -23.3% | +184.5% | +167.9% |
| 10Y | +819.5% | +26.4% | +793.1% | +621.4% |
| All | +42,231.2% | +2,583.7% | +39,647.5% | +12,068.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling