+4,678.0%
AZN vs PGR
+16,407.3%
-11,729.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | +0.2% |
| 7D | -1.6% | -0.6% | -0.9% | -1.4% |
| 30D | +1.1% | +4.9% | -3.9% | 0.0% |
| 3M | -12.1% | +7.6% | -19.8% | -13.8% |
| 6M | -17.1% | +8.3% | -25.4% | -19.0% |
| YTD | -12.0% | +1.7% | -13.7% | -12.9% |
| 1Y | -0.2% | -6.8% | +6.6% | +0.6% |
| 3Y | +26.8% | +73.4% | -46.7% | +10.0% |
| 5Y | +56.9% | +161.2% | -104.3% | +22.1% |
| 10Y | +226.7% | +819.5% | -592.7% | +88.7% |
| All | +4,678.0% | +16,407.3% | -11,729.3% | +1,798.8% |
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