+1,607.1%
AMAT vs PGR
+819.0%
+788.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.2% |
| 7D | +4.2% | -3.4% | +7.6% | +5.0% |
| 30D | -13.5% | +1.8% | -15.3% | -14.2% |
| 3M | -8.6% | +5.9% | -14.5% | -11.7% |
| 6M | +31.6% | +4.6% | +27.0% | +26.8% |
| YTD | +77.3% | +1.1% | +76.2% | +72.2% |
| 1Y | +179.4% | -6.6% | +185.9% | +177.7% |
| 3Y | +215.0% | +74.2% | +140.8% | +124.2% |
| 5Y | +245.8% | +159.5% | +86.3% | +86.5% |
| All | +1,607.1% | +819.0% | +788.0% | +480.3% |
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