+2,404.3%
IBM vs PGR
+42,227.8%
-39,823.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | -0.3% | -3.4% | +3.1% | +0.7% |
| 30D | -1.8% | +1.8% | -3.7% | -2.4% |
| 3M | -13.5% | +5.9% | -19.4% | -14.7% |
| 6M | -5.1% | +4.6% | -9.7% | -6.5% |
| YTD | -19.4% | +1.1% | -20.4% | -20.0% |
| 1Y | -6.5% | -6.6% | 0.0% | -5.4% |
| 3Y | +73.8% | +74.2% | -0.4% | +45.9% |
| 5Y | +116.3% | +159.5% | -43.2% | +58.7% |
| 10Y | +138.4% | +813.4% | -675.0% | +23.0% |
| All | +2,404.3% | +42,227.8% | -39,823.5% | +605.9% |
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