+15,250.0%
TER vs PGR
+42,092.7%
-26,842.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.0% |
| 7D | +12.4% | -2.7% | +15.0% | +13.4% |
| 30D | +5.1% | +0.7% | +4.4% | +4.2% |
| 3M | +4.0% | +7.7% | -3.8% | -1.5% |
| 6M | +29.5% | +4.3% | +25.2% | +23.3% |
| YTD | +98.5% | +0.7% | +97.7% | +90.3% |
| 1Y | +234.1% | -5.7% | +239.7% | +226.3% |
| 3Y | +289.0% | +73.7% | +215.4% | +182.6% |
| 5Y | +228.2% | +158.4% | +69.8% | +94.8% |
| 10Y | +1,895.7% | +810.5% | +1,085.2% | +569.9% |
| All | +15,250.0% | +42,092.7% | -26,842.7% | +1,771.3% |
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