+132.3%
HON vs PGR
+825.1%
-692.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | -3.5% | -0.6% | -2.9% | -3.3% |
| 30D | -13.8% | +4.9% | -18.7% | -15.4% |
| 3M | -11.7% | +7.6% | -19.3% | -14.6% |
| 6M | -18.7% | +8.3% | -27.0% | -22.0% |
| YTD | +0.2% | +1.7% | -1.5% | -1.8% |
| 1Y | -3.1% | -6.8% | +3.8% | -2.0% |
| 3Y | +17.0% | +73.4% | -56.5% | -10.4% |
| 5Y | +2.0% | +161.2% | -159.2% | -37.7% |
| All | +132.3% | +825.1% | -692.8% | -5.7% |
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 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