+103.4%
AMGN vs PGR
+159.7%
-56.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | -13.7% | -0.6% | -13.1% | -13.6% |
| 30D | -8.8% | +4.9% | -13.7% | -9.4% |
| 3M | +7.2% | +7.6% | -0.4% | +5.9% |
| 6M | +1.3% | +8.3% | -7.0% | -0.2% |
| YTD | +17.6% | +1.7% | +15.9% | +16.9% |
| 1Y | +37.2% | -6.8% | +44.0% | +38.3% |
| 3Y | +57.7% | +73.4% | -15.7% | +43.0% |
| All | +103.4% | +159.7% | -56.3% | +58.2% |
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 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