-13.3%
IBM vs PGR
+21.4%
-34.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.8% | +1.0% |
| 7D | +0.4% | +4.1% | -3.6% | -0.7% |
| 30D | +14.8% | +10.4% | +4.3% | +11.7% |
| 3M | +8.9% | +11.4% | -2.5% | +5.5% |
| 6M | +12.4% | +17.9% | -5.5% | +13.4% |
| YTD | -12.4% | +9.8% | -22.2% | -11.4% |
| 1Y | -13.3% | +19.3% | -32.5% | -9.0% |
| All | -13.3% | +21.4% | -34.6% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling