-52.3%
TEAM vs PGR
+159.7%
-212.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -5.2% | -0.6% | -4.6% | -5.1% |
| 30D | +15.8% | +4.9% | +10.8% | +14.8% |
| 3M | +101.5% | +7.6% | +93.8% | +99.4% |
| 6M | +138.2% | +8.3% | +129.9% | +135.3% |
| YTD | +10.8% | +1.7% | +9.1% | +10.5% |
| 1Y | +1.7% | -6.8% | +8.5% | +2.5% |
| 3Y | -16.0% | +73.4% | -89.5% | -24.6% |
| All | -52.3% | +159.7% | -212.0% | -61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling