+42,489.9%
PGR vs PPL
+2,096.5%
+40,393.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +0.1% | +2.7% | -2.5% | -0.8% |
| 30D | +2.9% | +0.5% | +2.5% | +2.7% |
| 3M | +12.1% | +0.7% | +11.5% | +11.8% |
| 6M | +3.7% | -7.6% | +11.3% | +6.4% |
| YTD | +2.4% | +1.8% | +0.5% | +1.3% |
| 1Y | -6.4% | -0.8% | -5.6% | -6.6% |
| 3Y | +76.8% | +56.9% | +19.9% | +48.6% |
| 5Y | +154.3% | +39.5% | +114.8% | +121.7% |
| 10Y | +790.1% | +55.4% | +734.7% | +614.2% |
| All | +42,489.9% | +2,096.5% | +40,393.4% | +13,765.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling