-21.4%
ABT vs PGR
-6.1%
-15.3%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.0% | -1.5% |
| 7D | -5.9% | -0.6% | -5.3% | -5.8% |
| 30D | -8.1% | +4.9% | -13.0% | -8.9% |
| 3M | +14.5% | +7.6% | +6.9% | +13.1% |
| 6M | -6.3% | +8.3% | -14.5% | -7.7% |
| YTD | -17.1% | +1.7% | -18.8% | -17.4% |
| 1Y | -21.4% | -6.8% | -14.5% | -19.6% |
| All | -21.4% | -6.1% | -15.3% | -19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling