+153.3%
AMAT vs PGR
+60.0%
+93.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.9% | -2.7% |
| 7D | +11.4% | +3.5% | +7.8% | +13.0% |
| 30D | -17.0% | +10.5% | -27.5% | -13.2% |
| 3M | -30.6% | +12.9% | -43.6% | -26.4% |
| 6M | -14.9% | +20.4% | -35.4% | -7.7% |
| YTD | +44.7% | +10.3% | +34.4% | +55.6% |
| 1Y | +66.9% | +12.5% | +54.4% | +80.0% |
| 3Y | +153.3% | +59.3% | +94.0% | +175.0% |
| All | +153.3% | +60.0% | +93.3% | +175.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling