+8,189.7%
USB vs PGR
+44,467.6%
-36,277.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.6% |
| 7D | +0.8% | -2.7% | +3.5% | +2.0% |
| 30D | +6.8% | +4.6% | +2.1% | +4.5% |
| 3M | -3.8% | +5.7% | -9.5% | -6.6% |
| 6M | +11.7% | +17.4% | -5.6% | +2.4% |
| YTD | +17.5% | +6.4% | +11.1% | +12.0% |
| 1Y | +33.8% | +11.5% | +22.2% | +24.5% |
| 3Y | +104.2% | +55.2% | +49.0% | +58.1% |
| 5Y | +26.4% | +166.3% | -139.9% | -26.2% |
| 10Y | +89.2% | +836.6% | -747.4% | -40.7% |
| All | +8,189.7% | +44,467.6% | -36,277.9% | +882.4% |
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