-14.9%
AMAT vs PGR
+20.0%
-35.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.9% | -2.6% |
| 7D | +11.4% | +3.5% | +7.8% | +15.8% |
| 30D | -17.0% | +10.5% | -27.5% | -6.4% |
| 3M | -30.6% | +12.9% | -43.6% | -18.6% |
| 6M | -14.9% | +20.4% | -35.4% | +21.0% |
| All | -14.9% | +20.0% | -35.0% | +21.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling