+832.2%
PGR vs PPL
+67.2%
+765.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.3% |
| 7D | +3.5% | -0.4% | +3.9% | +3.6% |
| 30D | +10.5% | +2.6% | +7.8% | +9.4% |
| 3M | +12.9% | +0.8% | +12.1% | +12.6% |
| 6M | +20.4% | +1.4% | +19.0% | +19.6% |
| YTD | +10.3% | +4.3% | +6.0% | +8.2% |
| 1Y | +12.5% | +0.8% | +11.8% | +11.7% |
| 3Y | +59.3% | +57.9% | +1.4% | +35.1% |
| 5Y | +173.9% | +48.3% | +125.6% | +135.7% |
| All | +832.2% | +67.2% | +765.1% | +662.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling