+46.8%
XYZ vs PGR
+75.0%
-28.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.2% |
| 7D | -4.3% | -0.6% | -3.7% | -4.3% |
| 30D | +1.2% | +4.9% | -3.8% | +1.3% |
| 3M | +14.6% | +7.6% | +7.0% | +15.0% |
| 6M | +22.6% | +8.3% | +14.3% | +23.1% |
| YTD | +21.7% | +1.7% | +20.0% | +22.0% |
| 1Y | +6.7% | -6.8% | +13.6% | +7.0% |
| 3Y | +46.8% | +73.4% | -26.6% | +103.8% |
| All | +46.8% | +75.0% | -28.1% | +103.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling