+52,596.3%
AMGN vs PGR
+42,507.8%
+10,088.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.5% |
| 7D | -13.7% | -0.6% | -13.1% | -13.5% |
| 30D | -8.8% | +4.9% | -13.7% | -10.0% |
| 3M | +7.2% | +7.6% | -0.4% | +4.7% |
| 6M | +1.3% | +8.3% | -7.0% | -1.5% |
| YTD | +17.6% | +1.7% | +15.9% | +16.1% |
| 1Y | +37.2% | -6.8% | +44.0% | +38.4% |
| 3Y | +57.7% | +73.4% | -15.7% | +31.9% |
| 5Y | +106.3% | +161.2% | -55.0% | +50.2% |
| 10Y | +205.3% | +819.5% | -614.2% | +55.0% |
| All | +52,596.3% | +42,507.8% | +10,088.4% | +11,408.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling