-68.1%
XYZ vs PGR
+159.1%
-227.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -5.2% | -3.4% | -1.7% | -4.6% |
| 30D | 0.0% | +1.8% | -1.8% | -0.4% |
| 3M | +18.7% | +5.9% | +12.8% | +17.1% |
| 6M | +20.5% | +4.6% | +16.0% | +19.1% |
| YTD | +21.5% | +1.1% | +20.4% | +20.7% |
| 1Y | +7.2% | -6.6% | +13.8% | +8.2% |
| 3Y | +49.0% | +74.2% | -25.2% | +23.1% |
| 5Y | -68.1% | +159.5% | -227.6% | -78.1% |
| All | -68.1% | +159.1% | -227.2% | -78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling