+822.5%
PGR vs PR
+159.2%
+663.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | +0.7% |
| 7D | -0.5% | -0.5% | -0.1% | -0.5% |
| 30D | +6.0% | -4.6% | +10.6% | +6.1% |
| 3M | +10.0% | +4.7% | +5.3% | +9.9% |
| 6M | +18.7% | +12.4% | +6.3% | +18.3% |
| YTD | +9.2% | +62.9% | -53.6% | +7.8% |
| 1Y | +13.1% | +70.6% | -57.5% | +11.5% |
| 3Y | +59.2% | +90.0% | -30.8% | +56.2% |
| 5Y | +172.1% | +255.5% | -83.4% | +162.4% |
| 10Y | +828.6% | +78.7% | +749.9% | +897.9% |
| All | +822.5% | +159.2% | +663.3% | +851.0% |
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