+811.9%
PGR vs PPL
+57.2%
+754.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.8% |
| 7D | -0.6% | -2.1% | +1.5% | +0.1% |
| 30D | +4.9% | -3.1% | +8.0% | +6.1% |
| 3M | +7.6% | -3.1% | +10.7% | +8.8% |
| 6M | +8.3% | -8.0% | +16.2% | +11.2% |
| YTD | +1.7% | -0.3% | +2.1% | +1.4% |
| 1Y | -6.8% | -2.2% | -4.6% | -6.6% |
| 3Y | +73.4% | +50.4% | +23.1% | +49.6% |
| 5Y | +161.2% | +36.9% | +124.3% | +131.3% |
| All | +811.9% | +57.2% | +754.7% | +655.1% |
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