+1,128.3%
PSX vs PGR
+1,410.3%
-282.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +1.5% | -3.4% | +4.9% | +2.9% |
| 30D | +15.8% | +1.8% | +14.0% | +14.7% |
| 3M | +43.0% | +5.9% | +37.1% | +38.4% |
| 6M | +61.1% | +4.6% | +56.5% | +56.3% |
| YTD | +104.5% | +1.1% | +103.5% | +101.0% |
| 1Y | +102.5% | -6.6% | +109.1% | +105.2% |
| 3Y | +133.5% | +74.2% | +59.3% | +71.4% |
| 5Y | +367.0% | +159.5% | +207.4% | +167.1% |
| 10Y | +382.3% | +813.4% | -431.1% | +28.1% |
| All | +1,128.3% | +1,410.3% | -282.0% | +134.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling