+106.2%
AMT vs PGR
+825.1%
-718.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.2% | +2.6% |
| 7D | +1.1% | -0.6% | +1.7% | +1.3% |
| 30D | +4.4% | +4.9% | -0.6% | +2.7% |
| 3M | -5.2% | +7.6% | -12.8% | -7.7% |
| 6M | -0.8% | +8.3% | -9.1% | -3.9% |
| YTD | +3.3% | +1.7% | +1.6% | +2.0% |
| 1Y | -6.0% | -6.8% | +0.8% | -4.7% |
| 3Y | +9.6% | +73.4% | -63.9% | -12.4% |
| 5Y | -29.2% | +161.2% | -190.5% | -53.7% |
| All | +106.2% | +825.1% | -718.9% | +5.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling