+158.8%
PGR vs PPL
+35.6%
+123.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.8% |
| 7D | -0.6% | -2.1% | +1.5% | +0.3% |
| 30D | +4.9% | -3.1% | +8.0% | +6.3% |
| 3M | +7.6% | -3.1% | +10.7% | +8.9% |
| 6M | +8.3% | -8.0% | +16.2% | +11.7% |
| YTD | +1.7% | -0.3% | +2.1% | +1.3% |
| 1Y | -6.8% | -2.2% | -4.6% | -6.7% |
| 3Y | +73.4% | +50.4% | +23.1% | +46.2% |
| All | +158.8% | +35.6% | +123.1% | +125.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling