+72.4%
UBER vs PGR
+266.2%
-193.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | -5.4% | -0.6% | -4.8% | -5.3% |
| 30D | -4.9% | +4.9% | -9.8% | -5.7% |
| 3M | +3.0% | +7.6% | -4.6% | +1.6% |
| 6M | -4.4% | +8.3% | -12.7% | -6.0% |
| YTD | -12.3% | +1.7% | -14.0% | -12.9% |
| 1Y | -24.3% | -6.8% | -17.5% | -23.6% |
| 3Y | +46.4% | +73.4% | -27.0% | +27.1% |
| 5Y | +79.7% | +161.2% | -81.6% | +33.4% |
| All | +72.4% | +266.2% | -193.8% | +7.4% |
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