+110.2%
T vs PGR
+75.0%
+35.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.8% |
| 7D | +1.5% | -0.6% | +2.1% | +1.6% |
| 30D | +7.5% | +4.9% | +2.5% | +6.2% |
| 3M | +14.8% | +7.6% | +7.2% | +12.5% |
| 6M | -1.7% | +8.3% | -10.0% | -3.9% |
| YTD | +8.7% | +1.7% | +7.0% | +7.8% |
| 1Y | -7.5% | -6.8% | -0.6% | -6.4% |
| 3Y | +110.2% | +73.4% | +36.8% | +122.6% |
| All | +110.2% | +75.0% | +35.3% | +122.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling