+24.3%
BMY vs PGR
+159.7%
-135.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.3% |
| 7D | -4.8% | -0.6% | -4.2% | -4.7% |
| 30D | -0.1% | +4.9% | -5.0% | -0.8% |
| 3M | +13.1% | +7.6% | +5.5% | +11.6% |
| 6M | +8.4% | +8.3% | +0.2% | +6.8% |
| YTD | +22.0% | +1.7% | +20.2% | +21.2% |
| 1Y | +40.3% | -6.8% | +47.1% | +41.4% |
| 3Y | +20.5% | +73.4% | -52.9% | +8.5% |
| All | +24.3% | +159.7% | -135.5% | -3.9% |
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