+103.2%
INTC vs PGR
+159.7%
-56.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +2.0% | +2.6% |
| 7D | +7.5% | -0.6% | +8.1% | +7.5% |
| 30D | +2.0% | +4.9% | -3.0% | +1.8% |
| 3M | -12.0% | +7.6% | -19.6% | -12.8% |
| 6M | +114.5% | +8.3% | +106.3% | +111.5% |
| YTD | +179.0% | +1.7% | +177.2% | +177.6% |
| 1Y | +318.3% | -6.8% | +325.1% | +324.5% |
| 3Y | +171.2% | +73.4% | +97.8% | +139.2% |
| All | +103.2% | +159.7% | -56.5% | +54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling