+197.1%
ABT vs PGR
+825.1%
-628.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.0% | -1.6% |
| 7D | -5.9% | -0.6% | -5.3% | -5.7% |
| 30D | -8.1% | +4.9% | -13.0% | -9.6% |
| 3M | +14.5% | +7.6% | +6.9% | +11.2% |
| 6M | -6.3% | +8.3% | -14.5% | -9.4% |
| YTD | -17.1% | +1.7% | -18.8% | -18.4% |
| 1Y | -21.4% | -6.8% | -14.5% | -20.2% |
| 3Y | +5.9% | +73.4% | -67.5% | -17.5% |
| 5Y | -12.8% | +161.2% | -174.0% | -45.6% |
| All | +197.1% | +825.1% | -628.0% | +20.3% |
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