+3.7%
U vs PGR
-6.1%
+9.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -1.5% |
| 7D | -3.8% | +0.1% | -4.0% | -3.8% |
| 30D | +17.5% | +2.9% | +14.5% | +18.2% |
| 3M | +38.7% | +12.1% | +26.6% | +47.2% |
| 6M | +104.4% | +3.7% | +100.7% | +107.7% |
| YTD | -5.7% | +2.4% | -8.0% | -3.0% |
| 1Y | +3.7% | -6.4% | +10.0% | -5.1% |
| All | +3.7% | -6.1% | +9.8% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling