+216.4%
TER vs PGR
+159.7%
+56.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.7% |
| 7D | +6.4% | -0.6% | +7.0% | +6.3% |
| 30D | -5.7% | +4.9% | -10.6% | -5.0% |
| 3M | -0.4% | +7.6% | -8.0% | +0.1% |
| 6M | +25.8% | +8.3% | +17.6% | +26.5% |
| YTD | +96.4% | +1.7% | +94.7% | +98.0% |
| 1Y | +229.2% | -6.8% | +236.1% | +235.5% |
| 3Y | +288.1% | +73.4% | +214.7% | +242.2% |
| All | +216.4% | +159.7% | +56.7% | +139.7% |
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