+19.3%
PGR vs PR
+87.5%
-68.2%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -6.5% | +9.0% | +2.6% |
| 7D | +4.1% | -12.1% | +16.2% | +4.3% |
| 30D | +10.4% | +0.9% | +9.5% | +10.2% |
| 3M | +11.4% | +10.1% | +1.3% | +11.5% |
| 6M | +17.9% | +1.1% | +16.8% | +18.0% |
| YTD | +9.8% | +63.7% | -53.9% | +9.1% |
| 1Y | +19.3% | +87.0% | -67.8% | +16.2% |
| All | +19.3% | +87.5% | -68.2% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling