+8,374.5%
JNJ vs PGR
+42,507.8%
-34,133.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -3.5% | -0.6% | -2.9% | -3.4% |
| 30D | +2.3% | +4.9% | -2.6% | +1.2% |
| 3M | +12.0% | +7.6% | +4.3% | +10.1% |
| 6M | +10.5% | +8.3% | +2.2% | +8.3% |
| YTD | +30.4% | +1.7% | +28.7% | +29.3% |
| 1Y | +52.1% | -6.8% | +59.0% | +53.5% |
| 3Y | +77.8% | +73.4% | +4.4% | +55.2% |
| 5Y | +82.9% | +161.2% | -78.3% | +43.8% |
| 10Y | +194.8% | +819.5% | -624.7% | +76.8% |
| All | +8,374.5% | +42,507.8% | -34,133.3% | +2,482.2% |
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