+599.1%
XYZ vs PGR
+825.1%
-226.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | -4.3% | -0.6% | -3.7% | -4.0% |
| 30D | +1.2% | +4.9% | -3.8% | -0.9% |
| 3M | +14.6% | +7.6% | +7.0% | +10.3% |
| 6M | +22.6% | +8.3% | +14.3% | +16.9% |
| YTD | +21.7% | +1.7% | +20.0% | +19.1% |
| 1Y | +6.7% | -6.8% | +13.6% | +8.0% |
| 3Y | +46.8% | +73.4% | -26.6% | +2.6% |
| 5Y | -68.0% | +161.2% | -229.3% | -83.6% |
| All | +599.1% | +825.1% | -226.0% | +129.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling