+57.4%
INTC vs PGR
+21.4%
+36.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.5% | -6.3% | -1.2% |
| 7D | -39.0% | +4.1% | -43.1% | -36.2% |
| 30D | -49.8% | +10.4% | -60.3% | -44.1% |
| 3M | -42.2% | +11.4% | -53.6% | -34.2% |
| 6M | -39.2% | +17.9% | -57.1% | -23.5% |
| YTD | +57.9% | +9.8% | +48.1% | +90.1% |
| 1Y | +57.4% | +19.3% | +38.1% | +100.4% |
| All | +57.4% | +21.4% | +36.0% | +100.4% |
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