+5,074.9%
DELL vs PGR
+768.9%
+4,306.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.7% | +11.3% | +11.8% |
| 7D | +8.2% | -0.6% | +8.8% | +8.4% |
| 30D | +17.1% | +4.9% | +12.1% | +15.5% |
| 3M | +45.2% | +7.6% | +37.5% | +41.2% |
| 6M | +286.8% | +8.3% | +278.5% | +273.8% |
| YTD | +354.8% | +1.7% | +353.0% | +347.0% |
| 1Y | +358.3% | -6.8% | +365.1% | +361.4% |
| 3Y | +724.9% | +73.4% | +651.5% | +536.0% |
| 5Y | +1,193.7% | +161.2% | +1,032.5% | +699.8% |
| 10Y | +4,433.8% | +819.5% | +3,614.3% | +1,908.0% |
| All | +5,074.9% | +768.9% | +4,306.0% | +2,207.3% |
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