+811.9%
PGR vs PR
+87.6%
+724.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.7% |
| 7D | -0.6% | +1.8% | -2.4% | -0.6% |
| 30D | +4.9% | +10.9% | -5.9% | +4.7% |
| 3M | +7.6% | +24.5% | -16.9% | +7.1% |
| 6M | +8.3% | +25.0% | -16.7% | +7.6% |
| YTD | +1.7% | +72.4% | -70.6% | +0.3% |
| 1Y | -6.8% | +77.2% | -84.1% | -8.2% |
| 3Y | +73.4% | +90.5% | -17.1% | +70.1% |
| 5Y | +161.2% | +423.5% | -262.3% | +150.6% |
| All | +811.9% | +87.6% | +724.3% | +882.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling