+512.9%
XYZ vs PGR
+830.4%
-317.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -2.4% |
| 7D | +2.9% | -2.6% | +5.4% | +4.0% |
| 30D | +1.4% | -0.2% | +1.6% | +1.4% |
| 3M | +14.6% | +7.4% | +7.2% | +10.1% |
| 6M | +20.8% | +2.1% | +18.6% | +18.1% |
| YTD | +23.1% | +0.5% | +22.6% | +21.0% |
| 1Y | +5.6% | -6.9% | +12.6% | +6.9% |
| 3Y | +50.9% | +73.2% | -22.3% | +4.7% |
| 5Y | -68.6% | +154.8% | -223.3% | -83.8% |
| 10Y | +580.0% | +786.4% | -206.5% | +67.1% |
| All | +512.9% | +830.4% | -317.5% | +47.2% |
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