+176.9%
MCD vs PGR
+825.1%
-648.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | -1.2% | -0.6% | -0.6% | -1.1% |
| 30D | -7.8% | +4.9% | -12.7% | -9.0% |
| 3M | -10.7% | +7.6% | -18.3% | -12.7% |
| 6M | -21.3% | +8.3% | -29.5% | -23.3% |
| YTD | -15.8% | +1.7% | -17.5% | -16.7% |
| 1Y | -16.0% | -6.8% | -9.2% | -15.0% |
| 3Y | -3.0% | +73.4% | -76.4% | -19.3% |
| 5Y | +18.6% | +161.2% | -142.6% | -15.9% |
| All | +176.9% | +825.1% | -648.2% | +48.4% |
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 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