+43.7%
PYPL vs PGR
+947.8%
-904.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | -4.3% | -2.7% | -1.7% | -3.4% |
| 30D | -11.5% | +0.7% | -12.2% | -11.7% |
| 3M | +26.1% | +7.7% | +18.4% | +21.4% |
| 6M | +13.7% | +4.3% | +9.4% | +10.4% |
| YTD | -9.8% | +0.7% | -10.6% | -11.4% |
| 1Y | -22.1% | -5.7% | -16.4% | -21.7% |
| 3Y | -13.5% | +73.7% | -87.1% | -34.9% |
| 5Y | -81.6% | +158.4% | -240.0% | -89.2% |
| 10Y | +38.8% | +810.5% | -771.7% | -59.5% |
| All | +43.7% | +947.8% | -904.1% | -60.2% |
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