+245.8%
AMAT vs PGR
+159.1%
+86.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.1% |
| 7D | +4.2% | -3.4% | +7.6% | +3.9% |
| 30D | -13.5% | +1.8% | -15.3% | -13.3% |
| 3M | -8.6% | +5.9% | -14.5% | -8.6% |
| 6M | +31.6% | +4.6% | +27.0% | +31.6% |
| YTD | +77.3% | +1.1% | +76.2% | +77.8% |
| 1Y | +179.4% | -6.6% | +185.9% | +182.9% |
| 3Y | +215.0% | +74.2% | +140.8% | +170.4% |
| 5Y | +245.8% | +159.5% | +86.3% | +153.9% |
| All | +245.8% | +159.1% | +86.7% | +153.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling