+252.1%
INTC vs PGR
+825.1%
-573.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +2.0% | +2.4% |
| 7D | +7.5% | -0.6% | +8.1% | +7.6% |
| 30D | +2.0% | +4.9% | -3.0% | +0.3% |
| 3M | -12.0% | +7.6% | -19.6% | -15.2% |
| 6M | +114.5% | +8.3% | +106.3% | +104.1% |
| YTD | +179.0% | +1.7% | +177.2% | +170.2% |
| 1Y | +318.3% | -6.8% | +325.1% | +317.1% |
| 3Y | +171.2% | +73.4% | +97.8% | +103.3% |
| 5Y | +107.6% | +161.2% | -53.6% | +20.9% |
| All | +252.1% | +825.1% | -573.0% | +30.7% |
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