+140.1%
GOOGL vs PGR
+159.7%
-19.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.8% |
| 7D | 0.0% | -0.6% | +0.6% | 0.0% |
| 30D | -1.4% | +4.9% | -6.3% | -1.5% |
| 3M | -5.3% | +7.6% | -13.0% | -5.8% |
| 6M | +9.8% | +8.3% | +1.5% | +9.2% |
| YTD | +8.4% | +1.7% | +6.6% | +8.2% |
| 1Y | +41.2% | -6.8% | +48.0% | +42.2% |
| 3Y | +149.6% | +73.4% | +76.1% | +123.4% |
| All | +140.1% | +159.7% | -19.7% | +94.7% |
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