+143.8%
IBM vs PGR
+825.1%
-681.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.7% |
| 7D | +3.6% | -0.6% | +4.2% | +3.8% |
| 30D | +3.1% | +4.9% | -1.8% | +1.2% |
| 3M | -10.8% | +7.6% | -18.5% | -12.8% |
| 6M | -0.8% | +8.3% | -9.1% | -3.6% |
| YTD | -16.2% | +1.7% | -17.9% | -17.0% |
| 1Y | -2.9% | -6.8% | +4.0% | -1.0% |
| 3Y | +79.8% | +73.4% | +6.4% | +42.6% |
| 5Y | +124.9% | +161.2% | -36.3% | +42.5% |
| All | +143.8% | +825.1% | -681.3% | -5.6% |
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