+1,754.0%
HCA vs PGR
+1,575.8%
+178.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.1% |
| 7D | +5.4% | -0.6% | +6.0% | +5.7% |
| 30D | +3.0% | +4.9% | -2.0% | +0.8% |
| 3M | +13.0% | +7.6% | +5.4% | +9.0% |
| 6M | -20.3% | +8.3% | -28.5% | -23.5% |
| YTD | -8.2% | +1.7% | -10.0% | -10.0% |
| 1Y | +6.7% | -6.8% | +13.5% | +8.3% |
| 3Y | +60.4% | +73.4% | -13.1% | +21.3% |
| 5Y | +73.4% | +161.2% | -87.8% | +4.2% |
| 10Y | +506.9% | +819.5% | -312.6% | +77.7% |
| All | +1,754.0% | +1,575.8% | +178.1% | +256.0% |
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