+158.4%
PGR vs PR
+429.1%
-270.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -2.7% | -0.8% | -1.8% | -2.6% |
| 30D | +0.7% | +11.3% | -10.5% | -0.1% |
| 3M | +7.7% | +24.1% | -16.3% | +5.9% |
| 6M | +4.3% | +25.4% | -21.1% | +2.3% |
| YTD | +0.7% | +71.2% | -70.5% | -3.7% |
| 1Y | -5.7% | +78.6% | -84.3% | -10.2% |
| 3Y | +73.7% | +85.2% | -11.6% | +62.7% |
| 5Y | +158.4% | +419.0% | -260.6% | +123.8% |
| All | +158.4% | +429.1% | -270.7% | +123.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling