+7,985.7%
USB vs PGR
+44,516.6%
-36,530.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.6% |
| 7D | 0.0% | -1.5% | +1.5% | +0.7% |
| 30D | +5.8% | +6.4% | -0.5% | +2.8% |
| 3M | -6.0% | +5.8% | -11.8% | -8.7% |
| 6M | +7.8% | +15.8% | -8.1% | -0.6% |
| YTD | +14.6% | +6.5% | +8.1% | +9.2% |
| 1Y | +31.8% | +15.7% | +16.0% | +20.5% |
| 3Y | +91.5% | +57.4% | +34.1% | +47.2% |
| 5Y | +22.0% | +165.5% | -143.4% | -28.7% |
| 10Y | +96.1% | +866.9% | -770.8% | -39.5% |
| All | +7,985.7% | +44,516.6% | -36,530.9% | +857.7% |
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