+227.2%
AMAT vs PGR
+73.2%
+153.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.7% |
| 7D | +6.9% | -2.7% | +9.6% | +5.9% |
| 30D | -10.1% | +0.7% | -10.8% | -9.5% |
| 3M | -6.0% | +7.7% | -13.7% | -2.9% |
| 6M | +38.6% | +4.3% | +34.3% | +42.9% |
| YTD | +83.1% | +0.7% | +82.3% | +88.3% |
| 1Y | +188.3% | -5.7% | +194.0% | +196.3% |
| All | +227.2% | +73.2% | +153.9% | +250.0% |
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