+1,669.6%
PGR vs PSLV
+109.5%
+1,560.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -0.6% | -3.5% | +2.8% | -0.5% |
| 30D | +4.9% | -2.1% | +7.1% | +5.0% |
| 3M | +7.6% | -1.6% | +9.3% | +7.6% |
| 6M | +8.3% | -25.5% | +33.8% | +9.2% |
| YTD | +1.7% | -11.4% | +13.1% | +1.2% |
| 1Y | -6.8% | +48.6% | -55.4% | -9.9% |
| 3Y | +73.4% | +166.9% | -93.4% | +61.3% |
| 5Y | +161.2% | +152.4% | +8.8% | +142.3% |
| 10Y | +819.5% | +187.8% | +631.7% | +736.3% |
| All | +1,669.6% | +109.5% | +1,560.1% | +1,441.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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