+498.2%
HCA vs PGR
+825.1%
-326.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.1% |
| 7D | +5.4% | -0.6% | +6.0% | +5.6% |
| 30D | +3.0% | +4.9% | -2.0% | +1.2% |
| 3M | +13.0% | +7.6% | +5.4% | +9.6% |
| 6M | -20.3% | +8.3% | -28.5% | -23.0% |
| YTD | -8.2% | +1.7% | -10.0% | -9.7% |
| 1Y | +6.7% | -6.8% | +13.5% | +8.2% |
| 3Y | +60.4% | +73.4% | -13.1% | +26.6% |
| 5Y | +73.4% | +161.2% | -87.8% | +12.0% |
| All | +498.2% | +825.1% | -326.9% | +159.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling