+394.8%
AMD vs PGR
+73.2%
+321.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.8% | +3.1% |
| 7D | +14.0% | -2.7% | +16.7% | +12.9% |
| 30D | +11.0% | +0.7% | +10.3% | +11.6% |
| 3M | +9.6% | +7.7% | +1.9% | +13.7% |
| 6M | +157.1% | +4.3% | +152.8% | +166.4% |
| YTD | +143.3% | +0.7% | +142.6% | +151.9% |
| 1Y | +234.4% | -5.7% | +240.1% | +246.1% |
| All | +394.8% | +73.2% | +321.5% | +406.2% |
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