+1,661.1%
BMY vs PGR
+42,507.8%
-40,846.7%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.3% |
| 7D | -4.8% | -0.6% | -4.2% | -4.6% |
| 30D | -0.1% | +4.9% | -5.0% | -1.3% |
| 3M | +13.1% | +7.6% | +5.5% | +10.6% |
| 6M | +8.4% | +8.3% | +0.2% | +5.6% |
| YTD | +22.0% | +1.7% | +20.2% | +20.5% |
| 1Y | +40.3% | -6.8% | +47.1% | +41.4% |
| 3Y | +20.5% | +73.4% | -52.9% | +2.2% |
| 5Y | +23.7% | +161.2% | -137.5% | -7.4% |
| 10Y | +62.6% | +819.5% | -756.9% | -13.8% |
| All | +1,661.1% | +42,507.8% | -40,846.7% | +317.2% |
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