+361.6%
PGR vs REPL
-19.2%
+380.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +0.7% |
| 7D | -0.6% | -14.1% | +13.5% | -0.6% |
| 30D | +4.9% | -15.2% | +20.2% | +5.0% |
| 3M | +7.6% | +49.9% | -42.2% | +7.3% |
| 6M | +8.3% | +63.5% | -55.3% | +7.2% |
| YTD | +1.7% | +32.9% | -31.2% | +1.0% |
| 1Y | -6.8% | +115.0% | -121.8% | -8.9% |
| 3Y | +73.4% | -34.7% | +108.2% | +68.2% |
| 5Y | +161.2% | -59.7% | +220.9% | +155.5% |
| All | +361.6% | -19.2% | +380.8% | +295.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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