+45,785.7%
PGR vs PPL
+2,150.0%
+43,635.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.4% |
| 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% | +12.5% |
| 6M | +20.4% | +1.4% | +19.0% | +19.6% |
| YTD | +10.3% | +4.3% | +6.0% | +8.1% |
| 1Y | +12.5% | +0.8% | +11.8% | +11.7% |
| 3Y | +59.3% | +57.9% | +1.4% | +33.7% |
| 5Y | +173.9% | +48.3% | +125.6% | +133.4% |
| 10Y | +837.6% | +66.4% | +771.2% | +634.3% |
| All | +45,785.7% | +2,150.0% | +43,635.7% | +14,701.3% |
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