+357.1%
PGR vs REPL
-9.7%
+366.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.4% | +0.3% |
| 7D | -2.7% | -9.6% | +6.9% | -2.6% |
| 30D | +0.7% | +5.7% | -5.0% | +0.7% |
| 3M | +7.7% | +56.4% | -48.7% | +7.4% |
| 6M | +4.3% | +67.4% | -63.1% | +3.4% |
| YTD | +0.7% | +48.7% | -47.9% | 0.0% |
| 1Y | -5.7% | +148.3% | -153.9% | -7.8% |
| 3Y | +73.7% | -26.7% | +100.3% | +68.2% |
| 5Y | +158.4% | -54.1% | +212.5% | +152.4% |
| All | +357.1% | -9.7% | +366.8% | +291.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling