+31,674.6%
AVGO vs PGR
+2,229.8%
+29,444.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | +1.0% | -3.4% | +4.5% | +2.3% |
| 30D | -13.3% | +1.8% | -15.1% | -14.2% |
| 3M | -2.9% | +5.9% | -8.8% | -6.5% |
| 6M | +5.7% | +4.6% | +1.2% | +1.5% |
| YTD | +4.6% | +1.1% | +3.6% | +1.4% |
| 1Y | -1.6% | -6.6% | +4.9% | -2.2% |
| 3Y | +336.2% | +74.2% | +262.0% | +205.8% |
| 5Y | +695.6% | +159.5% | +536.1% | +325.4% |
| 10Y | +2,827.6% | +813.4% | +2,014.2% | +573.3% |
| All | +31,674.6% | +2,229.8% | +29,444.8% | +3,853.1% |
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