-66.5%
U vs PGR
+159.7%
-226.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.7% | +3.8% | +4.5% |
| 7D | +5.5% | -0.6% | +6.1% | +5.5% |
| 30D | -1.3% | +4.9% | -6.2% | -1.5% |
| 3M | +64.6% | +7.6% | +56.9% | +64.2% |
| 6M | +119.4% | +8.3% | +111.1% | +118.6% |
| YTD | -0.5% | +1.7% | -2.2% | -0.4% |
| 1Y | +1.3% | -6.8% | +8.1% | +2.1% |
| 3Y | +15.6% | +73.4% | -57.8% | +3.8% |
| All | -66.5% | +159.7% | -226.2% | -71.0% |
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