+8,438.8%
USB vs PGR
+42,768.2%
-34,329.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.8% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | -1.3% | +2.9% | -4.2% | -2.9% |
| 3M | +15.2% | +12.1% | +3.1% | +8.1% |
| 6M | +18.8% | +3.7% | +15.2% | +15.2% |
| YTD | +21.0% | +2.4% | +18.7% | +17.6% |
| 1Y | +34.0% | -6.4% | +40.4% | +35.1% |
| 3Y | +95.3% | +76.8% | +18.5% | +41.6% |
| 5Y | +40.4% | +154.3% | -114.0% | -16.2% |
| 10Y | +107.3% | +790.1% | -682.7% | -33.5% |
| All | +8,438.8% | +42,768.2% | -34,329.4% | +931.5% |
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