+831.4%
PGR vs PR
+167.7%
+663.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | +0.1% |
| 7D | +3.5% | +6.0% | -2.5% | +3.4% |
| 30D | +10.5% | -4.2% | +14.7% | +10.5% |
| 3M | +12.9% | +10.0% | +3.0% | +12.6% |
| 6M | +20.4% | +15.6% | +4.8% | +19.9% |
| YTD | +10.3% | +68.2% | -57.9% | +8.8% |
| 1Y | +12.5% | +79.2% | -66.7% | +10.8% |
| 3Y | +59.3% | +94.9% | -35.6% | +56.1% |
| 5Y | +173.9% | +272.8% | -98.9% | +163.8% |
| 10Y | +837.6% | +84.6% | +753.0% | +906.8% |
| All | +831.4% | +167.7% | +663.7% | +859.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling