+378.1%
PSX vs PGR
+825.1%
-447.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.1% |
| 7D | +1.7% | -0.6% | +2.3% | +1.9% |
| 30D | +15.6% | +4.9% | +10.7% | +13.4% |
| 3M | +46.5% | +7.6% | +38.8% | +41.4% |
| 6M | +55.0% | +8.3% | +46.8% | +49.0% |
| YTD | +105.3% | +1.7% | +103.6% | +101.6% |
| 1Y | +101.6% | -6.8% | +108.4% | +104.5% |
| 3Y | +134.1% | +73.4% | +60.7% | +77.1% |
| 5Y | +368.7% | +161.2% | +207.5% | +179.4% |
| All | +378.1% | +825.1% | -447.0% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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