+129.9%
TLT vs PGR
+3,166.8%
-3,036.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.5% |
| 7D | -0.3% | -2.7% | +2.4% | -0.6% |
| 30D | 0.0% | +0.7% | -0.7% | +0.1% |
| 3M | -2.9% | +7.7% | -10.6% | -1.8% |
| 6M | -6.3% | +4.3% | -10.6% | -5.6% |
| YTD | -3.3% | +0.7% | -4.1% | -3.0% |
| 1Y | -4.2% | -5.7% | +1.4% | -4.6% |
| 3Y | -1.7% | +73.7% | -75.3% | +6.8% |
| 5Y | -34.9% | +158.4% | -193.3% | -24.5% |
| 10Y | -19.8% | +810.5% | -830.3% | +15.0% |
| All | +129.9% | +3,166.8% | -3,036.9% | +337.2% |
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